Simulating the microstructure of financial markets

Journal of Physics: Conference Series

Volumn 221, Issue , 2010, Pages

  Preis, Tobias ^a,b,c  

^a Boston University   (United States)

^b JOHANNES GUTENBERG UNIVERSITY   (Germany)

^c Artemis Capital Asset Management GmbH   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

AUTONOMOUS AGENTS; COMMERCE; COMPUTATIONAL METHODS; CORRELATION THEORY; COSTS; FINANCE; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; INTELLIGENT AGENTS; TIME MEASUREMENT;

AGENT-BASED MODEL; COMPUTATIONAL INFRASTRUCTURE; ELECTRONIC ORDERING; INTERNATIONAL FINANCIAL MARKETS; MARKET PARTICIPANTS; ORDER BOOK MODELS; PROFITABILITY ASPECTS; SCALING BEHAVIOR;

ELECTRONIC DOCUMENT EXCHANGE;

EID: 78651071058     PISSN: 17426588     EISSN: 17426596     Source Type: Conference Proceeding    
DOI: 10.1088/1742-6596/221/1/012019     Document Type: Conference Paper

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