Abstract
We discussed in Chapter 1 the manner in which effects at different time-scales play a role in the financial markets:
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For long time-scales (monthly or more) economic fundamentals are recognis-ably playing an influence.
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For short time-scales (daily or less) market sentiment and trading psychology are present to a much higher degree.
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© 2002 Springer-Verlag London
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Taylor, J.G. (2002). Multi-Agent Modelling. In: Shadbolt, J., Taylor, J.G. (eds) Neural Networks and the Financial Markets. Perspectives in Neural Computing. Springer, London. https://doi.org/10.1007/978-1-4471-0151-2_26
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DOI: https://doi.org/10.1007/978-1-4471-0151-2_26
Publisher Name: Springer, London
Print ISBN: 978-1-85233-531-1
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