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Multi-Agent Modelling

  • John G. Taylor
Part of the Perspectives in Neural Computing book series (PERSPECT.NEURAL)

Abstract

We discussed in Chapter 1 the manner in which effects at different time-scales play a role in the financial markets:
  • For long time-scales (monthly or more) economic fundamentals are recognis-ably playing an influence.

  • For short time-scales (daily or less) market sentiment and trading psychology are present to a much higher degree.

Keywords

Financial Market Market Dynamic Target Series Economic Fundamental High Frequency Data 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag London 2002

Authors and Affiliations

  • John G. Taylor
    • 1
    • 2
  1. 1.Kings CollegeLondonUK
  2. 2.Econostat New Quant LtdWargraveUK

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