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- W2368396895 abstract "The fluctuation of price is unpredictable in a security market with randomly walking prices.As a result,it is difficult to design trading strategy in such a market.This paper establishes an artificial continuous double auction(CDA)market with ZI-C agents on MATLAB platform,in which transaction prices satisfy random walk;and provides a new trading strategy named as Eye-On-Best(EOB).The profit difference between the EOB and the ZI-C is compared by repeated simulations in the way of replacing the position(or one-in-many) under different types of supply-demand curves.The result shows that the EOB agent gets more profits than the ZI-C agent in general,which is affected by the market power.Our findings provide a basis for decision- making in a security market with randomly walking prices." @default.
- W2368396895 created "2016-06-24" @default.
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- W2368396895 date "2014-01-01" @default.
- W2368396895 modified "2023-09-25" @default.
- W2368396895 title "Trading Strategy in Continuous Double Auction Based on Randomly Walking Prices" @default.
- W2368396895 hasPublicationYear "2014" @default.
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