arXiv AI By Ioanna-Yvonni Tsaknaki, Andrea Macr\`i, Fabrizio Lillo

Can Reinforcement Learning Efficiently Discover Price Manipulation?

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arXiv:2607. 06121v1 Announce Type: cross Abstract: In this paper, we investigate whether a model-free RL agent can identify and exploit price manipulation opportunities more effectively than a traditional model-based approach that assumes correct specification of the data-generating process but relies on noisy parameter estimates.

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