Crossed and Locked Quotes in a Multi-Market Simulation
نویسندگان
چکیده
منابع مشابه
Crossed and Locked Quotes in a Multi-Market Simulation
Financial markets are often fragmented, introducing the possibility that quotes in identical securities may become crossed or locked. There are a number of theoretical explanations for the existence of crossed and locked quotes, including competition, simultaneous actions, inattentiveness, fee structure and market access. In this paper, we perform a simulation experiment designed to examine the...
متن کاملa study on rate making and required reserves determination in reinsurance market: a simulation
reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...
A dynamic programming algorithm for simulation of a multi-dimensional torus in a crossed cube
The torus is a popular interconnection topology and several commercial multicomputers use a torus as the basis of their communication network. Moreover, there are many parallel algorithms with torus-structured and mesh-structured task graphs have been developed. If one network can embed a mesh or torus network, the algorithms with mesh-structured or torus-structured can also be used in this net...
متن کاملA Multi-agent Based Pricing : a Virtual Stock Market Simulation
We introduce in this paper a new conceptual model representing the stock market dynamics. This model is essentially based on cognitive behavior of the investors. In order to validate our model, we build an artificial stock market simulation based on agent-oriented methodologies. The proposed simulator is composed of market supervisor agent essentially responsible for executing transactions via ...
متن کاملExtending CCGbank with Quotes and Multi-modal CCG
CCGbank is an automatic conversion of the Penn Treebank to Combinatory Categorial Grammar (CCG). We present two extensions to CCGbank which involve manipulating its derivation and category structure. We discuss approaches for the automatic re-insertion of removed quote symbols and evaluate their impact on the performance of the C&C CCG parser. We also analyse CCGbank to extract a multi-modal CC...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: PLOS ONE
سال: 2016
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0151096