Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Junhuan Zhang, Peter McBurney, Katarzyna Musial
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Zhang, Junhuan ; McBurney, Peter ; Musial, Katarzyna |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 50.2018, 1, p. 301-352
|
| Subject: | Agent-based modeling | Automated trading | Continuous double auctions | Investment decisions | Market microstructure | Reinforcement learning | Social networks | Agentenbasierte Modellierung | Auktionstheorie | Auction theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Soziales Netzwerk | Social network | Elektronisches Handelssystem | Electronic trading | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-017-0631-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011979118