Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market
Year of publication: |
2014
|
---|---|
Authors: | Huang, Ya-Chi |
Published in: |
Journal of Economics and Management. - College of Business, ISSN 1819-0917. - Vol. 10.2014, 2, p. 157-180
|
Publisher: |
College of Business |
Subject: | noise traders | arbitrage opportunity | Agent-Based Computationa Modeling | Santa Fe Artificial Stock Market | Genetic Algorithms |
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