A SIMULATION OF AGENT-BASED MODELS FOR HIGH FREQUENCY TRADING ON THE STOCK EXCHANGE MARKET
Year of publication: |
2013
|
---|---|
Authors: | Dezsi, Diana |
Published in: |
Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. 3(580)(supplement).2013, 3(580)(supplement), p. 339-356
|
Publisher: |
Asociaţia Generalā a Economiştilor din România - AGER |
Subject: | high frequency trading | agent-based modeling | zero-intelligence traders | double auction | financial markets |
-
Asset price bubbles and crashes with near-zero-intelligence traders
Duffy, John, (2006)
-
Convergence of Double Auctions to Pareto Optimal Allocations in the Edgeworth Box
K., Dhananjay, (2004)
-
Huang, Yi-ping, (2012)
- More ...
-
A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm
DEZSI, Diana, (2012)
- More ...