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...
Tallennettuna:
Julkaisussa: | MAGKS - Joint Discussion Paper Series in Economics (Band 43-2014b) |
---|---|
Päätekijä: | |
Aineistotyyppi: | Artikkeli |
Kieli: | englanti |
Julkaistu: |
Philipps-Universität Marburg
2014
|
Aiheet: | |
Linkit: | PDF-kokoteksti |
Tagit: |
Lisää tagi
Ei tageja, Lisää ensimmäinen tagi!
|
No references were found for this record.