Output details
11 - Computer Science and Informatics
University of Bath
Return to search
Output 0 of 0 in the submission
Article title
An evolutionary multi-objective optimization of trading rules in call markets
Type
D - Journal article
DOI
Title of journal
Intelligent Systems in Accounting, Finance and Management
Article number
-
Volume number
18
Issue number
1
First page of article
1
ISSN of journal
1055-615X
Year of publication
2011
Number of additional authors
1
Additional information
<25>This paper is part of a wider research agenda on market rules using, in this case, near zero-intelligence trading agents, governed by trading rules that are optimized to maximize the trading volume and minimize the bid-ask spread. It is part of a on-going program of work (includes earlier papers by Li and Krause) on generating market rules to demonstrate specific properties.
Interdisciplinary
-
Cross-referral requested
-
Research group
B - Intelligent Systems
Citation count
-
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
