Publikationsserver
Order Placement in a Continuous Double Auction Agent Based Model
Modeling intraday financial markets by means of agent based models requires an additional building block which reflects the order execu- tion, i.e. the trading process. Current implementations rely only on stochastic placement strategies, ranging from total randomness to adding some bud- get constr...
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| Vydáno v: | MAGKS - Joint Discussion Paper Series in Economics (Band 43-2014b) |
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| Hlavní autor: | |
| Médium: | Článek |
| Jazyk: | angličtina |
| Vydáno: |
Philipps-Universität Marburg
2014
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| Témata: | |
| On-line přístup: | Plný text ve formátu PDF |
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