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...
Gespeichert in:
發表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 43-2014b) |
---|---|
主要作者: | |
格式: | Artikel |
語言: | 英语 |
出版: |
Philipps-Universität Marburg
2014
|
主題: | |
在線閱讀: | PDF-Volltext |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
No references were found for this record.