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Date Issued: 2012
Subject: Agent based modelling
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Search Results for Collection: Financial Mathematics Computation Cluster
Now showing items 1-1 of 1
1
An Agent-based Modeling Approach to Study Price Impact
Cui, Wei
;
Brabazon, Anthony
(
IEEE Press
,
2012-03-29
)
Price impact models are important for devising trade execution strategies. However, a proper characterization of price impacts is still lacking. This study models the price impact using an agent-based modeling approach. ...
Now showing items 1-1 of 1
1
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Brabazon, Anthony (1)
Cui, Wei (1)
Subject
Agent based modelling (1)
Multiagent systems (1)
Price impact (1)
Prices--Computer simulation (1)
Stock exchanges--Computer simulation (1)
Date Issued
2012 (1)