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Kirill Mansurov

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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146

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0

Scholarly Papers (1)

1.

Impact of Self-Learning Based High-Frequency Traders on the Stock Market

Number of pages: 35 Posted: 23 Dec 2021
affiliation not provided to SSRN, University of Florida, Saint Petersburg State University, affiliation not provided to SSRN and Imperial College London
Downloads 146 (505,974)

Abstract:

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Agent-based model, stylized facts, Reinforcement Learning, Fat tails