Toward a simulation model of the stock market.
Charles C. YingNeil B. BrombergMartin K. SolomonPublished in: WSC (1971)
Keyphrases
- simulation model
- stock market
- agent based simulation
- short term
- simulation models
- discrete event
- stock exchange
- mathematical model
- financial data
- stock price
- simulation environment
- simulation tool
- financial time series
- stock trading
- stock returns
- stock index futures
- listed companies
- long term
- financial markets
- trading rules
- garch model
- stock market data
- portfolio optimization
- stock data
- financial news