222 search results - page 2 / 45 » Computational Models of Algorithmic Trading in Financial Mar... |
EUSFLAT
2001
13 years 6 months ago
2001
Standard financial techniques neglect extreme situations and regards large market shifts as too unlikely to matter. Such approach accounts for what occurs most of the time in the ...
CSREAEEE
2006
13 years 6 months ago
2006
- The fast development in computing and communication has strongly changed the dynamics of financial markets. More people are trading online through the Web instead of using full-s...
COMPLEX
2009
Springer
13 years 12 months ago
2009
Springer
Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluct...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
SIGECOM
2011
ACM
12 years 8 months ago
2011
ACM
ended abstract summarizes the research presented in Dr. Pardoe’s recently-completed Ph.D. thesis [Pardoe 2011]. The thesis considers how adaptive trading agents can take advantag...