• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Zhang Jie (Zhang Jie.) | Cui Jing (Cui Jing.) (Scholars:崔晶) | Zhai Dongsheng (Zhai Dongsheng.) (Scholars:翟东升) | Zhang Quan (Zhang Quan.)

Indexed by:

CPCI-S EI Scopus

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.

Keyword:

Agent Simulation model Options market

Author Community:

  • [ 1 ] [Zhang Jie]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
  • [ 2 ] [Cui Jing]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
  • [ 3 ] [Zhai Dongsheng]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
  • [ 4 ] [Zhang Quan]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Zhang Jie]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Related Article:

Source :

2009 INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND COMPUTATIONAL INTELLIGENCE, VOL IV, PROCEEDINGS

Year: 2009

Page: 175-178

Language: English

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

Online/Total:560/5285211
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.