Evolving Software Traders and Detecting Community Structure in Financial Markets
نویسنده
چکیده
OF DISSERTATION Submitted in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy Computer Science The University of New Mexico Albuquerque, New Mexico May, 2011 Evolving Software Traders and Detecting Community Structure in Financial Markets
منابع مشابه
Factors Affecting Structure, Conduct and Performance of Livestock Markets in Butana Area, Sudan
Structure, Conduct and Performance (SCP) is used as an analytical framework, to make relations amongst market structure, market conduct and market performance. The objective of this study was to analyze the factors, which affect SCP of livestock markets in the Butana area, Sudan in 2011. A total sample of 222 livestock traders were surveyed using structured questionnaire in seven primary and se...
متن کاملOn Intelligent-Agent Based Analysis of Financial Markets
Agent-based computational economics acknowledges the distributed nature of trading in financial markets by modeling the markets as evolving systems of autonomous, interacting agents that correspond to the trading parties. Conventionally, the behavior of traders has been described mathematically, and the market system is analyzed at equilibrium conditions. The dynamics of price formation, howeve...
متن کاملToo Fast Too Furious - Faster Financial-market Trading Agents Can Give Less Efficient Markets
For many of the world’s major financial markets, the proportion of market activity that is due to the actions of “automated trading” software agents is rising: in Europe and the USA, major exchanges are reporting that 30%–75% of all transactions currently involve automated traders. This is a major application area for artificial intelligence and autonomous agents, yet there have been very few c...
متن کاملPh.D. Program in Information and Communication Technologies Curriculum on Electronics and Computer Engineering Dissertation MODELING AND STATISTICAL ANALYSIS OF FINANCIAL MARKETS AND FIRM GROWTH by LINDA PONTA
The quantitative study of financial markets is more and more widespread due to their growing importance in the economy and everyday life. Financial markets can be viewed as real-world complex dynamical systems which are continually evolving, have significant practical importance and produce an enormous amount of data recording the aggregate action of many participants. In recent years, the quan...
متن کاملLinear and nonlinear Granger causality in the stock price-volume relation: A perspective on the agent-based model of stock markets
From the perspective of the agent-based model of stock markets, this paper examines the possible explanations for the presence of the causal relation between stock returns and trading volume. The implication of this result is that the presence of the stock price-volume causal relation does not require any explicit assumptions like information asymmetry, reaction asymmetry, noise traders, or tax...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2011