Investigation on effect of excess buy orders using agent-based model-Reference-Cited by-同舟云学术

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Investigation on effect of excess buy orders using agent-based model

Published:2022-10-29 Issue: Volume: Page:
ISSN:
Container-title:2022 9th International Conference on Behavioural and Social Computing (BESC)
language:
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Author:

Noritake Yoshito¹,Mizuta Takanobu²,Hemmi Ryuta¹,Nagumo Shota³,Izumi Kiyoshi⁴

Affiliation:

1. Sumitomo Mitsui DS Asset Management Company Limited,Tokyo,Japan

2. SPARX Asset Management Co., Ltd.,Tokyo,Japan

3. the University of Tokyo,School of Engineering,Japan Securities Clearing Corporation, Department of Systems Innovation,Tokyo,Japan

4. the University of Tokyo,School of Engineering,Department of Systems Innovation,Tokyo,Japan

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9994792/9994886/09994930.pdf?arnumber=9994930

Reference20 articles.

1. Investigation of Relationship between Tick Size and Trading Volume of Markets using Artificial Market Simulations;mizuta;JPX working paper,2013

2. Agent-based economic models and econometrics

3. Affecting market efficiency by increasing speed of order matching systems on financial exchanges - investigation using agent based model

4. Investigation of Price Variation Limits, Short Selling Regulation, and Uptick Rules and Their Optimal Design by Artificial Market Simulations

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