Multi-Agent FX-Market Modeling by Neural Networks

A market is basically driven by a superposition of agents decisions. The price dynamic results of the excess demand / supply created on the micro level. The behavior of a few agents is well understood by game theory. In case of a large number of agents one may refer to the assumption of an atomic market structure, which allows the aggregation of agents by statistics. We can omit the latter assumption, if we model the market by a multi-agent approach.