Correlations and clustering in the trading of members of the London Stock Exchange

AIP Conference Proceedings

Volumn 965, Issue , 2007, Pages 287-299

  Zovko, Ilija I ^a,b   Farmer, J Doyne ^b  

^a RiskData SA   (France)

^b SANTA FE INSTITUTE   (United States)

Author keywords

Agent based modeling; Market microstructure; Trading strategies

Indexed keywords

EID: 72349084866     PISSN: 0094243X     EISSN: 15517616     Source Type: Conference Proceeding    
DOI: 10.1063/1.2828747     Document Type: Conference Paper

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