222 search results - page 3 / 45 » Computational Models of Algorithmic Trading in Financial Mar... |
ICIS
2001
13 years 7 months ago
2001
Previous research suggests that a decline in transactions costs leads to improved economic efficiency. In this paper,weshowthatsuchadeclinewillintroduceincreasinglyuninformedconsu...
APIN
2008
13 years 5 months ago
2008
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
IWLCS
2001
Springer
13 years 10 months ago
2001
Springer
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
EUROPAR
2006
Springer
13 years 9 months ago
2006
Springer
Abstract. The Storage Exchange (SX) is a new platform allowing storage to be treated as a tradeable resource. Organisations with varying storage requirements can use the SX platfor...
AAIM
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of f...