Looking for the Self-fulfilling Prophecy Effect in a Double Auction Artificial Stock Market.
Albert MecoJavier ArroyoJuan PavónJavier PajaresPublished in: MALLOW (2010)
Keyphrases
- stock market
- double auction
- trading rules
- chinese stock market
- short term
- financial time series
- stock exchange
- software agents
- stock price
- stock data
- stock index futures
- stock trading
- stock returns
- financial markets
- financial data
- financial news
- business processes
- multi agent
- bidding strategies
- dynamic environments
- long term
- neural network