Learning and Evolution of Trading Strategies in Limit Order Markets
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Vivien Lespagnol & Juliette Rouchier, 2014.
"Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals,"
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1419, Aix-Marseille School of Economics, France, revised May 2014.
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More about this item
KeywordsLimit order book; evolution; genetic algorithm learning; asymmetric information; trading strategy;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2013-08-31 (Computational Economics)
- NEP-CTA-2013-08-31 (Contract Theory & Applications)
- NEP-MST-2013-08-31 (Market Microstructure)
- NEP-ORE-2013-08-31 (Operations Research)
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