Using multi-agent simulation to understand trading dynamics of a derivatives market.
Alan J. KingOlga StreltchenkoYelena YeshaPublished in: Ann. Math. Artif. Intell. (2005)
Keyphrases
- multi agent simulation
- foreign exchange
- trading strategies
- financial markets
- multi agent
- futures market
- trading systems
- market data
- higher order
- electronic markets
- stock exchange
- electricity markets
- stock market
- agent mediated
- technical indicators
- deeper understanding
- electronic commerce
- trading agents
- stock data
- trading rules
- stock price
- test bed
- double auction
- market participants
- decision making
- competitive market
- cellular automata
- long run
- quasi invariant