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Building a Simulation Model of Foreign Exchange Market: Reproduction of Yen Dollar Market.

Ayako UsamiRyunosuke TsuyaTakashi IbaHideki Takayasu
Published in: JCIS (2006)
Keyphrases
  • foreign exchange
  • exchange rate
  • simulation model
  • stock market
  • stock price
  • agent based simulation
  • simulation models
  • early warning
  • decision making
  • discrete event
  • mathematical model
  • long run