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Publikováno v:
In Proceedings of the Genetic and Evolutionary Computation Conference (2019) 90-98
Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable agents continue to trade assets. Using a population of evolving zero-inte
Externí odkaz:
http://arxiv.org/abs/1812.05657
Autor:
Van Oort, Colin Michael
Publikováno v:
Graduate College Dissertations and Theses.
The U.S. National Market System (NMS), the largest marketplace in the world for securities and exchange traded funds, suffers from geographic market fragmentation which leads to reduced market efficiency. Communication lines transmit price updates an