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~person:"Chen, Shu-Heng"
~person:"Liao, Szu-Lang"
~subject:"Agent-based modeling"
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Agent-based modeling
Agent-based artificial stock market
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Chen, Shu-Heng
Liao, Szu-Lang
Huang, Yi-ping
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International review of financial analysis
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Natural computing in computational finance : volume 4
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Liquidity cost of market orders in the Taiwan Stock Market : a study based on an order-driven agent-based artificial stock market
Huang, Yi-ping
;
Chen, Shu-Heng
;
Hung, Ming-chin
;
Yu, Tina
- In:
International review of financial analysis
23
(
2012
),
pp. 72-80
Persistent link: https://www.econbiz.de/10009690114
Saved in:
2
An order-driven agent-based artificial stock market to analyze liquidity costs of market orders in the Taiwan stock market
Huang, Yi-ping
;
Chen, Shu-Heng
;
Hung, Min-chin
;
Yu, Tina
- In:
Natural computing in computational finance : volume 4
,
(pp. 163-179)
.
2011
Persistent link: https://www.econbiz.de/10009423546
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