采用异步交易的小众游戏

2005 ICSC Congress on Computational Intelligence Methods and Applications Pub Date : 2005-12-15 DOI:10.1109/CIMA.2005.1662363

M. D. D. Gelder, U. Kaymak, K. Boer, E. Asperen

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引用次数: 1

摘要

少数博弈已被提出作为研究金融市场动态的简化模型。然而，少数游戏采用同步交易，而大多数金融市场采用异步交易。本文研究了金融市场中异步连续交易框架下的小众博弈的异步模型。我们提出了同步博弈的四种可能的扩展，并研究了它们对市场动态的影响

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Minority games with asynchronous trading

The minority game has been proposed as a simplified model for studying dynamics in financial markets. However, minority games assume synchronous trading, while most financial markets are asynchronous. In this paper, we investigate asynchronous models for the minority games within a framework for asynchronous continuous trading in financial markets. We propose four possible extensions to the synchronous game and study their effects on the market dynamics

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2005 ICSC Congress on Computational Intelligence Methods and Applications

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