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A Simple Learning Agent Interacting with an Agent-Based Market Model
35/35 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 35 checked references that resolve
resolves10.1088/1469-7688/2/4/301
Statistical properties of stock order books: empirical results and models
resolves10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
resolves10.1007/s11403-021-00323-8
From agent-based modeling to actor-based reactive systems in the analysis of financial networks
resolves10.1007/s11403-012-0096-3
On the problem of calibrating an agent based model for financial markets
resolves10.1007/s10589-010-9329-3
Implementing the Nelder-Mead simplex algorithm with adaptive parameters
resolves10.1111/j.1467-9892.1983.tb00371.x
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
resolves10.1016/S0167-9473(02)00214-1
A global optimization heuristic for estimating agent based models
resolves10.1016/j.physa.2016.11.042
Deviations in expected price impact for small transaction volumes under fee restructuring
resolves10.1016/j.patrec.2017.06.026
Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets
resolves10.1007/s00191-015-0418-4
Rock around the clock: An agent-based model of low- and high-frequency trading
resolves10.1016/S0165-1889(99)00022-6
Agent-based computational finance: Suggested readings and early research
resolves10.1029/WR005i005p00967
Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence
resolves10.3233/AF-150049
Microstructure-based order placement in a continuous double auction agent based model
resolves10.1007/s11403-016-0173-0
Complexity and model comparison in agent based modeling of financial markets
resolves10.1007/s11403-007-0020-4
An objective function for simulation based inference on exchange rate data
The 22 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedFluctuations and response in financial markets: the subtle nature ofrandom'price changes
no DOI — not checkedref9
no DOI — not checkedDistribution of the estimators for autoregressive time series with a unit root
no DOI — not checkedref13
no DOI — not checkedHeterogeneous agent models in finance
no DOI — not checkedA learning rate analysis of reinforcement learning algorithms in finite-horizon
no DOI — not checkedref20
no DOI — not checkedA reinforcement learning extension to the almgren-chriss framework for optimal trade execution
no DOI — not checkedActor model of computation: Scalable robust information systems
no DOI — not checkedref28
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no DOI — not checkedref35
no DOI — not checkedThe long memory of the efficient market
no DOI — not checkedInference about the tail of a distribution: Improvement on the hill estimator
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