2005
An agent strategy for automated stock market trading combining price and order book information
Publication
Publication
Presented at the
IEEE Congress on Computational Intelligence Methods and Applications
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.
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| IEEE | |
| IEEE Congress on Computational Intelligence Methods and Applications | |
| Organisation | Intelligent and autonomous systems |
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Silaghi, G., & Robu, V. (2005). An agent strategy for automated stock market trading combining price and order book information. In Proceedings of IEEE Congress on Computational Intelligence Methods and Applications 2005 (pp. 1–4). IEEE. |
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