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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...
Zapisane w:
| Wydane w: | MAGKS - Joint Discussion Paper Series in Economics (Band 43-2014b) |
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| 1. autor: | |
| Format: | Artykuł |
| Język: | angielski |
| Wydane: |
Philipps-Universität Marburg
2014
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| Hasła przedmiotowe: | |
| Dostęp online: | PDF pełnotekstowe |
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