Analysis of the impact of maker-taker fees on the stock market using agent-based simulation.
Isao YagiMahiro HoshinoTakanobu MizutaPublished in: CoRR (2020)
Keyphrases
- agent based simulation
- stock market
- simulation model
- short term
- simulation models
- agent model
- stock price
- stock exchange
- financial time series
- stock data
- listed companies
- trading rules
- stock returns
- financial data
- long term
- financial markets
- stock index futures
- trading strategies
- portfolio optimization
- theoretical analysis
- neural network
- financial news
- garch model
- life cycle
- reinforcement learning