轨道
发表于 2025-3-30 10:12:59
http://reply.papertrans.cn/31/3022/302106/302106_51.png
olfction
发表于 2025-3-30 16:23:46
Das professionelle Spielprogramm,odelling is based on empirical observations on time intervals between orders that we verify on several markets (equity, bond futures, index futures). We show that this simple feature enables a much more realistic treatment of the bid-ask spread of the simulated order book.
蜡烛
发表于 2025-3-30 17:15:48
Kondensator/Tiefpass (Objektorientierung)nd best ask price. Pro rata matching ensures constant access for orders of all sizes. We demonstrate how a multiagent-based model of financial market can be used to study microscopic aspects of order books.
沙漠
发表于 2025-3-30 22:59:17
http://reply.papertrans.cn/31/3022/302106/302106_54.png
deactivate
发表于 2025-3-31 01:15:17
“Market Making” in an Order Book Model and Its Impact on the Spreadodelling is based on empirical observations on time intervals between orders that we verify on several markets (equity, bond futures, index futures). We show that this simple feature enables a much more realistic treatment of the bid-ask spread of the simulated order book.