Related papers: A Modern Paradigm for Algorithmic Trading
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Starting from the observation of the real trading activity, we propose a model of a stockmarket simulating all the typical phases taking place in a stock exchange. We show that there is no need of several classes of agents once one has…
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Automation systems exist in many variants and may evolve over time in order to deal with different environment contexts or to fulfill changing customer requirements. This induces an increased complexity during design-time as well as tedious…
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The aim of this paper is to explain how parameters adjustments can be integrated in the design or the control of automates of trading. Typically, we are interested by the online estimation of the market impacts generated by robots or single…
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A transition from asymmetric to symmetric patterns in time-dependent extended systems is described. It is found that one dimensional cellular automata, started from fully random initial conditions, can be forced to evolve into complex…
We live in a world driven by data. The amount of it outgrows anyone's ability to oversee it or even observe its scope. Along with all the advances in the space of data management, there is still a significant lack of formalism and…
Computer-based modelling and simulation have become useful tools to facilitate humans to understand systems in different domains, such as physics, astrophysics, chemistry, biology, economics, engineering and social science. A complex system…
Understanding an opponent agent helps in negotiating with it. Existing works on understanding opponents focus on preference modeling (or estimating the opponent's utility function). An important but largely unexplored direction is…