Market Data Simulation
A simple electronic market is implemented where low intelligence agents engage in trading according to characteristics reported concerning typical patterns and statistics. We manage to recover distinctive patterns such as the U-shape of traded volume and gamma distributed order book while introducin...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för datavetenskap
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-90049 |