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Realistic Simulation of Financial Markets

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Cover of 'Realistic Simulation of Financial Markets'

Table of Contents

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    Book Overview
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    Chapter 1 A Guided Tour of the Backside of Agent-Based Simulation
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    Chapter 2 Research on ABS and Artificial Market
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    Chapter 3 Building Artificial Markets for Evaluating Market Institutions and Trading Strategies
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    Chapter 4 A Perspective on the Future of the Smallest Big Project in the World
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    Chapter 5 Evolution of Day Trade Agent Strategy by Means of Genetic Programming with Machine Learning
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    Chapter 6 How to Estimate Market Maker Models in an Artificial Market
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    Chapter 7 The Effect of Resilience in Optimal Execution with Artificial-Market Approach
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    Chapter 8 Observation of Trading Process, Exchange, and Market
Attention for Chapter 7: The Effect of Resilience in Optimal Execution with Artificial-Market Approach
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