Inferring the Composition of a Trader Population in a Financial Market

Nachi Gupta Raphael Hauser Neil F. Johnson

Published in: CoRR (2007)

Keyphrases

financial markets
stock price
stock market
technical indicators
black scholes
early warning
risk management
fractional brownian motion
financial institutions
artificial intelligence
trading strategies
portfolio theory
information systems
metadata
non stationary
trading systems