On the Interaction between Pricing and Trading Models in an Artificial Stock Market.
Elpida TzafestasAlexandros BenosPublished in: JCIS (2002)
Keyphrases
- stock market
- financial markets
- trading systems
- stock exchange
- trading rules
- stock trading
- stock data
- foreign exchange
- stock price
- investment strategies
- financial time series
- trading strategies
- technical indicators
- stock index
- garch model
- market data
- financial data
- short term
- long term
- listed companies
- electronic commerce
- transaction costs
- data mining