arXiv Machine Learning By Salavat Ishbulatov

Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book

Read the original on arXiv Machine Learning →

arXiv:2606. 29556v1 Announce Type: new Abstract: We propose Persona-Trained Monte Carlo (PTMC), a method for estimating distributions of market-outcome statistics by repeatedly simulating limit-order-book interaction among swarms of persona-conditioned neural-policy trading bots.

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