Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Year of publication: |
January 2018
|
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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
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Subject: | Agent-based modeling | Automated trading | Continuous double auctions | Investment decisions | Market microstructure | Reinforcement learning | Social networks | Auktionstheorie | Auction theory | Lernprozess | Learning process | Wertpapierhandel | Securities trading | Soziales Netzwerk | Social network | USA | United States | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Theorie | Theory | Agentenbasierte Modellierung |
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