Market Microstructure Patterns Powering Trading and Surveillance Agents.
Longbing CaoYuming OuPublished in: J. Univers. Comput. Sci. (2008)
Keyphrases
- agent mediated
- trading agents
- trading strategies
- stock data
- foreign exchange
- multi agent systems
- electronic commerce
- autonomous agents
- futures market
- multi agent
- electronic marketplaces
- stock market
- financial markets
- double auction
- software agents
- decision making
- market data
- supply chain
- multiple agents
- electricity markets
- bidding strategies
- multiagent systems
- market prices
- moral hazard
- cooperative
- intelligent agents
- stock exchange
- trading systems
- artificial agents
- real time
- surveillance system
- electronic markets
- automated negotiation
- agent systems
- stock price
- market conditions
- agent technology
- test bed
- negotiation model
- incomplete information
- data mining
- dow jones
- market participants
- dynamic environments
- market share
- frequent patterns
- computer programs