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Abstract:
This paper conducts a comprehensive, systematic exposition about the options market, introduces the basic knowledge of continuous double auction mechanism, then discusses agents' trading strategies that based on Zero-Intelligence-Plus algorithms, and simulate the options trading process by using the Swarm platform. After modeling and simulation, we find that the experimental results are in consistent with the actual market.
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2009 INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND COMPUTATIONAL INTELLIGENCE, VOL IV, PROCEEDINGS
Year: 2009
Page: 175-178
Language: English
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 0