The impact of market structure on price determination : a simulation approach using multi-agent reinforcement learning in continuous state and action space
Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2014.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2014
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| Online Access: | http://hdl.handle.net/1721.1/90229 |