Learning the optimal trading strategy

DOI10.1016/S0378-4371(01)00132-7zbMath0978.91063MaRDI QIDQ5935275

F. Franci, Lorenzo Matassini, Robert Marschinski

Publication date: 21 June 2001

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

realistic stockmarket modelspace clusterizationtrading space

Mathematics Subject Classification ID

Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

A multi agent model for the limit order book dynamics ⋮ Interacting gaps model, dynamics of order book, and stock-market fluctuations ⋮ The trading rectangle strategy within book models

Cites Work

• On financial markets trading
• An introduction to synergetics
• Introduction to Econophysics

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