Using realistic trading strategies in an agent-based stock market model
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DOI: 10.1007/s10588-017-9258-0
Abstract: The use of agent-based models (ABMs) has increased in the last years to simulate social systems and, in particular, financial markets. ABMs of financial markets are usually validated by checking the ability of the model… read more here.
Keywords: realistic trading; stock market; model; agent based ... See more keywords