Research on the effects of liquidation strategies in the multi-asset artificial market
Qixuan Luo, Shijia Song, Handong Li
| Year of publication: |
2023
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|---|---|
| Authors: | Luo, Qixuan ; Song, Shijia ; Li, Handong |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 4, p. 1721-1750
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| Subject: | Algorithmic trading | Artificial stock market | Multi-agent model | Portfolio | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Simulation | Wertpapierhandel | Securities trading | Algorithmus | Algorithm | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10316-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437570