Program trading and its risk analysis based on agent-based computational finance
Year of publication: |
2015
|
---|---|
Authors: | Xiong, Xiong ; Yuan, Hailiang ; Zhang, Wei ; Zhang, Yongjie |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 2, p. 1-13
|
Subject: | Agent-based computational finance | MATLAB | program trading | risk analysis | Agentenbasierte Modellierung | Agent-based modeling | Portfolio-Management | Portfolio selection | Computerunterstützung | Computerized method | Risikomanagement | Risk management | Finanzmarkt | Financial market | Theorie | Theory | Simulation | Risiko | Risk |
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