An agent strategy for automated stock market trading combining price and order book information

2005 ICSC Congress on Computational Intelligence Methods and Applications Pub Date : 1900-01-01 DOI:10.1109/CIMA.2005.1662356

G. Silaghi, V. Robu

引用次数: 11

Abstract

This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman automated trading (PLAT) simulation platform by Kearns, M., and Ortiz, L., (2003). We provide a comprehensive experimental validation of our strategy using historic order book data from the NASDAQ market

查看原文本刊更多论文

一种结合价格和订单信息的自动股票市场交易代理策略

本文在Kearns, M.和Ortiz, L.(2003)的Penn-Lehman自动交易(PLAT)模拟平台的背景下，提出了一种新的股票市场交易自动化代理策略。我们使用纳斯达克市场的历史订单数据对我们的策略进行了全面的实验验证

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

2005 ICSC Congress on Computational Intelligence Methods and Applications

自引率

0.00%

发文量