Analysis of the impact of maker-taker fees on the stock market using agent-based simulation.
Isao YagiMahiro HoshinoTakanobu MizutaPublished in: ICAIF (2020)
Keyphrases
- agent based simulation
- stock market
- simulation model
- simulation models
- financial time series
- short term
- agent model
- stock price
- trading rules
- stock exchange
- stock trading
- listed companies
- financial markets
- stock data
- portfolio optimization
- technical indicators
- financial data
- long term
- stock index futures
- stock returns
- foreign exchange
- stock market data
- financial news
- chinese stock market
- data mining
- garch model
- trading strategies
- trading systems
- electricity markets
- case study
- social networks