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Integration of artificial market simulation and text mining for market analysis

โœ Scribed by Kiyoshi Izumi; Hiroki Matsui; Yutaka Matsuo

Book ID
106169087
Publisher
Springer
Year
2007
Tongue
English
Weight
367 KB
Volume
11
Category
Article
ISSN
1432-7643

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๐Ÿ“œ SIMILAR VOLUMES

Modeling and simulation of a double auct
Modeling and simulation of a double auction artificial financial market
โœ Marco Raberto; Silvano Cincotti ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 464 KB

We present a double-auction artificial financial market populated by heterogeneous agents who trade one risky asset in exchange for cash. Agents issue random orders subject to budget constraints. The limit prices of orders may depend on past market volatility. Limit orders are stored in the book whe