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Calibration of the agent-based continuous double auction stock market by scaling analysis.

Yuelei LiWei ZhangYongjie ZhangXiaotao ZhangXiong Xiong
Published in: Inf. Sci. (2014)
Keyphrases
  • stock market
  • financial data
  • stock trading
  • financial time series
  • multi agent
  • long term
  • electronic commerce
  • software agents
  • stock price
  • financial markets
  • stock index futures