Evaluation of automated-trading strategies using an artificial market

Neurocomputing

Volumn 72, Issue 16-18, 2009, Pages 3469-3476

  Izumi, K ^a   Toriumi, F ^b,c   Matsui, H ^d  

^a NATIONAL INSTITUTE OF ADVANCED INDUSTRIAL SCIENCE AND TECHNOLOGY AIST   (Japan)

^b NAGOYA UNIVERSITY   (Japan)

^c Trade Science Corporation   (Japan)

^d CMD Laboratory Inc   (Japan)

Author keywords

Artificial market; Automated trading strategy; Market mechanism; Multi agent simulation

Indexed keywords

ARTIFICIAL MARKET; ARTIFICIAL MARKETS; AUTOMATED-TRADING STRATEGY; BACK-TEST; MARKET ENVIRONMENT; MARKET IMPACTS; MARKET MECHANISM; MARKET SIMULATION; MARKET SYSTEM; MULTI-AGENT SIMULATION; TRADING STRATEGIES;

AUTOMATION; MULTI AGENT SYSTEMS;

COMMERCE;

ARTICLE; AUTOMATION; COMMERCIAL PHENOMENA; COMPUTER INTERFACE; COMPUTER SIMULATION; ECONOMIC ASPECT; FINANCIAL MANAGEMENT; INVESTMENT; JAPAN; PRIORITY JOURNAL; PROFIT;

EID: 69249220341     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2008.07.020     Document Type: Article

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