乐鱼leyu平台app下载 - 乐鱼leyu平台

金工论坛第八讲

报告题目（Title）: Reinforcement learning in continuous double auction markets: an experimental study 延伸阅读

时间：2018年12月25日周二，12:20-13:20 继续了解

地点：乐鱼leyu平台app下载博学楼925

主讲人（Speaker）：张军欢

个人介绍Biography：

张军欢，北京航空航天大学金融系副教授，伦敦国王乐鱼leyu平台app下载计算金融学博士，美国佐治亚大学人工智能博士后。 继续了解研究领域主要为人工智能和区块链在金融和经济领域的应用，尤其是计算与行为金融，区块链金融和人工智能。研究成果发表于Review of Quantitative Finance and Accounting等国际杂志。

摘要（Abstract）：

This paper investigates the influence of reinforcement learning and individual rationality in continuous double auction (CDA) markets. Two reinforcement learning methods with epsilon-greedy and SoftMax strategies are used to describe traders’ decision-making processes by learning from the experiences of themselves. Also, a random learning strategy is considered as a benchmark to compare with other reinforcement learning methods. The performance of CDA markets includes market price, number of trades, buyers’ profit, sellers’ profit, and market efficiency.