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Volumn 294, Issue 1-2, 2001, Pages 213-225

Learning the optimal trading strategy

Author keywords

Artificial financial market; Econophysics; Trading strategy

Indexed keywords

FINANCE; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; STATISTICAL MECHANICS; STRATEGIC PLANNING;

EID: 0035336782     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00132-7     Document Type: Article
Times cited : (5)

References (12)
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    • Mantegna R.N., Stanley H.E. Scaling behavior in the dynamics of an economic index. Nature. 376:1995;46-49.
    • (1995) Nature , vol.376 , pp. 46-49
    • Mantegna, R.N.1    Stanley, H.E.2
  • 5
    • 0030243493 scopus 로고    scopus 로고
    • On the existence of macro variables and macro relationships
    • Ramsey J.B. On the existence of macro variables and macro relationships. J. Econ. Behav. Organ. 30:1996;275-299.
    • (1996) J. Econ. Behav. Organ. , vol.30 , pp. 275-299
    • Ramsey, J.B.1
  • 6
    • 0035863449 scopus 로고    scopus 로고
    • On financial markets trading
    • Matassini L., Franci F. On financial markets trading. Physica A. 289:2000;526-542.
    • (2000) Physica a , vol.289 , pp. 526-542
    • Matassini, L.1    Franci, F.2
  • 7
    • 12044255333 scopus 로고
    • On-off intermittency: A mechanism for bursting
    • Platt N., Spiegel E.A., Tresser C. On-off intermittency: A mechanism for bursting. Phys. Rev. Lett. 70:1993;279-282.
    • (1993) Phys. Rev. Lett. , vol.70 , pp. 279-282
    • Platt, N.1    Spiegel, E.A.2    Tresser, C.3
  • 8
    • 0032650678 scopus 로고    scopus 로고
    • Critical fluctuations of demand and supply
    • Takayasu H., Takayasu M. Critical fluctuations of demand and supply. Physica A. 269:1999;24-29.
    • (1999) Physica a , vol.269 , pp. 24-29
    • Takayasu, H.1    Takayasu, M.2
  • 9
    • 0001220269 scopus 로고
    • Microscopic simulation of the stock market: The effect of microscopic diversity
    • Levy M., Levy H., Solomon S. Microscopic simulation of the stock market: The effect of microscopic diversity. J. Phys. I France. 5:1995;1087-1107.
    • (1995) J. Phys. I France , vol.5 , pp. 1087-1107
    • Levy, M.1    Levy, H.2    Solomon, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.