Learning and Evolution of Trading Strategies in Limit Order Markets
Year of publication: |
2013-08-01
|
---|---|
Authors: | Chiarella, Carl ; He, Xue-Zhong ; Wei, Lijian |
Institutions: | Finance Discipline Group, Business School |
Subject: | Limit order book | evolution | genetic algorithm learning | asymmetric information | trading strategy |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 335 3 pages long |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C63 - Computational Techniques ; D82 - Asymmetric and Private Information |
Source: |
-
Learning and Information Dissemination in Limit Order Markets
Wei, Lijian, (2013)
-
Information and Liquidity Trading at Optimal Frequencies
Pagnotta, Emiliano, (2010)
-
Learning, information processing and order submission in limit order markets
Chiarella, Carl, (2015)
- More ...
-
A Behavioural Model of Investor Sentiment in Limit Order Markets
Chiarella, Carl, (2014)
-
Learning and Information Dissemination in Limit Order Markets
Wei, Lijian, (2013)
-
Heterogeneous Expectations in Asset Pricing:Empirical Evidence from the S&P500
Chiarella, Carl, (2014)
- More ...