Microstructure Dynamics and Agent-Based Financial Markets.
Shu-Heng ChenMichael KampouridisEdward P. K. TsangPublished in: MABS (2010)
Keyphrases
- financial markets
- agent based models
- agent based modeling
- stock market
- stock price
- portfolio selection
- agent based simulations
- technical indicators
- market data
- risk management
- trading systems
- portfolio theory
- trading rules
- multi agent systems
- multi agent
- machine learning
- exchange rate
- decision makers
- text mining
- databases