ATMS: Algorithmic Trading-Guided Market Simulation.
Song WeiAndrea ColettaSvitlana VyetrenkoTucker BalchPublished in: CoRR (2023)
Keyphrases
- foreign exchange
- financial markets
- futures market
- trading strategies
- market data
- electronic commerce
- trading systems
- simulation model
- electronic markets
- data sets
- agent mediated
- simulation models
- stock market
- real time
- electricity markets
- stock exchange
- simulation study
- dow jones
- simulation environment
- test bed
- expert systems
- decision making
- trading rules
- mathematical model