Abstract:
This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman automated trading (PLAT) simulation platform by...Show MoreMetadata
Abstract:
This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman automated trading (PLAT) simulation platform by Kearns, M., and Ortiz, L., (2003). We provide a comprehensive experimental validation of our strategy using historic order book data from the NASDAQ market.
Date of Conference: 15-17 December 2005
Date Added to IEEE Xplore: 07 August 2006
Print ISBN:1-4244-0020-1
Contents 