The Performance of Option-Trading Software Agents: Initial Results

被引:0
|
作者
Baqueiro, Omar [1 ]
Van der Hock, Wiebe [1 ]
McBurney, Peter [1 ]
机构
[1] Univ Liverpool, Dept Comp Sci, Liverpool L69 3BX, Merseyside, England
基金
英国工程与自然科学研究理事会;
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:113 / 125
页数:13
相关论文
共 50 条
  • [1] SOURCES AND BOUNDARIES OF OPTION-TRADING RATIONALITY
    Vlachy, Jan
    E & M EKONOMIE A MANAGEMENT, 2013, 16 (04): : 143 - 157
  • [2] Managing option-trading risk when mental accounting influences prices
    Siddiqi, Hammad
    JOURNAL OF RISK, 2015, 18 (01): : 71 - 89
  • [3] Option trading and individual investor performance
    Bauer, Rob
    Cosemans, Mathijs
    Eichholtz, Piet
    JOURNAL OF BANKING & FINANCE, 2009, 33 (04) : 731 - 746
  • [4] The performance of model based option trading strategies
    Eraker, Bjorn
    REVIEW OF DERIVATIVES RESEARCH, 2013, 16 (01) : 1 - 23
  • [5] The performance of model based option trading strategies
    Bjørn Eraker
    Review of Derivatives Research, 2013, 16 : 1 - 23
  • [6] Trading agents competing: Performance, progress, and market effectiveness
    Wellman, MP
    Cheng, SF
    Reeves, DM
    Lochner, KM
    IEEE INTELLIGENT SYSTEMS, 2003, 18 (06) : 48 - 53
  • [7] Software agents for ATM performance management
    Hardwicke, J
    Davison, R
    NOMS '98 - 1998 IEEE NETWORK OPERATIONS AND MANAGEMENT SYMPOSIUM, VOLS 1-3, 1998, : 313 - 321
  • [8] Obstacles to Option Setting: Initial Results with a Heuristic Walkthrough Method
    Gabrielli, Silvia
    Jameson, Anthony
    HUMAN-COMPUTER INTERACTION - INTERACT 2009, PT II, PROCEEDINGS, 2009, 5727 : 600 - 603
  • [9] Challenges for Software Agents Supporting Decision-Makers in Trading Flowers Worldwide
    van Heck, Eric
    Ketter, Wolfgang
    WEB INFORMATION SYSTEMS AND TECHNOLOGIES, 2012, 101 : 32 - 39
  • [10] Performance of Maseca Researching Trading Agents' Behavior in a CDA Environment
    Ilieva, Galina
    CYBERNETICS AND INFORMATION TECHNOLOGIES, 2009, 9 (01) : 64 - 78