WAITING TIMES IN SIMULATED STOCK MARKETS

DOI10.1142/S021952590900212XzbMath1184.91101arXiv0802.3291MaRDI QIDQ3636540

Gianluigi Ferraris, Alessandro N. Cappellini

Publication date: 30 June 2009

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.3291

zbMATH Keywords

microstructureswaiting timesstock marketagent-based modelingmarket architectures

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99) Agent technology and artificial intelligence (68T42)

Cites Work

• Institutional architectures and behavioral ecologies in the dynamics of financial markets
• Waiting-times and returns in high-frequency financial data: An empirical study
• Analyzing and modeling 1+1d markets

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