The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming
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DOI: 10.1007/s10479-016-2286-1
Abstract: Market regulators around the world are still debating whether or not high-frequency trading (HFT) is beneficial or harmful to market quality. We develop artificial commodities market populated with HFT scalpers and traditional commodities traders using… read more here.
Keywords: genetic programming; strongly typed; commodities markets; typed genetic ... See more keywords