An intelligent market making strategy in algorithmic trading.
Xiaodong LiXiaotie DengShanfeng ZhuFeng WangHaoran XiePublished in: Frontiers Comput. Sci. (2014)
Keyphrases
- trading strategies
- trading agents
- test bed
- futures market
- financial markets
- foreign exchange
- investment strategies
- stock market
- trading systems
- electricity markets
- electronic markets
- electronic commerce
- stock exchange
- short run
- agent mediated
- data sets
- market data
- long run
- stock price
- double auction
- electronic marketplaces
- trading rules
- dow jones
- business transactions
- competitive market
- database
- information technology
- case study
- website
- real time