Detecting the Proportion of Traders in the Stock Market: An Agent-Based Approach
In this research, an agent-based model (ABM) of the stock market is constructed to detect the proportion of different types of traders. We model a simple stock market which has three different types of traders: noise traders, fundamental traders, and technical traders, trading a single asset. Bayesi...
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| Principais autores: | , , , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
MDPI AG
2020-02-01
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| 叢編: | Mathematics |
| 主題: | |
| 在線閱讀: | https://www.mdpi.com/2227-7390/8/2/198 |
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