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Asset return dynamics under alternative learning schemes
Catanese, Elena; Consiglio, Andrea; Lacagnina, Valerio; … - In: Artificial economics : the generative method in …, (pp. 211-222). 2009
Persistent link: https://www.econbiz.de/10003889507
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The dynamics of quote prices in an artificial financial market with learning effects
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Advances in artificial economics : the economy as a …, (pp. 63-75). 2006
Persistent link: https://www.econbiz.de/10003480699
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Learning and the price dynamics of a double-auction financial market with portfolio traders
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Artificial economics : agent-based methods in finance, …, (pp. 216-226). 2006
Persistent link: https://www.econbiz.de/10003174413