Program trading and its risk analysis based on agent-based computational finance
Xiong Xiong, Hailiang Yuan, Wei Zhang, Yongjie Zhang
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011333457