Multi-Agent Modelling

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


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.


Financial Market Market Dynamic Target Series Economic Fundamental High Frequency Data 
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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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