23 search results - page 5 / 5 » Agent-Based Stock Trader |
SIGECOM
2011
ACM
12 years 8 months ago
2011
ACM
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
CORR
2002
Springer
13 years 5 months ago
2002
Springer
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
JASSS
2002
13 years 5 months ago
2002
What is the degree of sophistication that we have to put into the agents in agents based computer simulation models? Should we provide them with a "mind"? The answer ran...