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Simulating Artificial Stock Markets with Efficiency

  • Philippe Mathieu
  • Yann Secq
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 156)

Introduction

Stock markets have been studied for years in economy and finance academic departments by relying on the idea of a general homo economicus that makes rational choices. Classical approaches use equational representation to enable a global markets characterization, but they fail to explain the link between individual behaviours and the global market dynamic and trends that emerge.

Keywords

Stock Market Trading Strategy Single Instruction Multiple Data Order Book High Frequency Trading 
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 Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Computer Science Dept. LIFL (UMR CNRS 8022)Université Lille 1LilleFrance

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