A simulation model for evaluating the effectiveness of various stock market strategies.
Patrick D. KrolakRobert E. BerquistR. ConnH. GillilandPublished in: DAC (1969)
Keyphrases
- simulation model
- stock market
- agent based simulation
- simulation models
- discrete event
- trading strategies
- stock price
- financial data
- stock trading
- financial time series
- simulation environment
- simulation tool
- stock exchange
- trading rules
- mathematical model
- short term
- stock index futures
- stock data
- financial news
- financial markets
- investment strategies
- long term
- stock returns
- stock market data
- portfolio optimization
- garch model
- dynamic systems
- chinese stock market
- multi agent
- neural network