Speculative trading in mean reverting markets.
G. CarcanoPaolo FalboS. StefaniPublished in: Eur. J. Oper. Res. (2005)
Keyphrases
- trading strategies
- financial markets
- trading systems
- electronic commerce
- electronic markets
- market data
- trading agents
- double auction
- electricity markets
- stock market
- test bed
- trading rules
- stock price
- supply chain
- spot market
- bidding strategies
- competitive market
- market participants
- seller agents
- database
- investment strategies
- software agents
- electronic marketplaces
- key factors
- computer programs
- stock data
- risk management
- autonomous agents
- data mining
- neural network