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P357 - AKWI Jahrestagung 2024 - Wissenschaft und Praxis: Gemeinsam die digitale Zukunft gestalten

https://dl.gi.de/handle/20.500.12116/44647
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Auflistung P357 - AKWI Jahrestagung 2024 - Wissenschaft und Praxis: Gemeinsam die digitale Zukunft gestalten nach Schlagwort "autonomous agents"

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  • Konferenzbeitrag
    Researching Financial Market Dynamics through Algorithmic Trading Agents
    (AKWI Jahrestagung 2024, 2024) Helstab, Paul; Mosler, Christof; Kaiser, Daniel
    The evolving landscape of financial markets demands the integration of advanced technologies and quantamental paradigms like market simulations and artificial intelligence. This study explores the use of agent-based interactive discrete event trading simulations to analyze financial market scenarios and detect anomalies. The research involves various market fees and synthetic competition between exchanges, utilizing an inter-market spread arbitrage machine for price stability. This approach enables the observation of anomalies related to spreads, execution speed, traded volumes, liquidity, order execution probability, and agent decision-making influence. This study could serve as a valuable tool for financial institutions and regulatory authorities in strategic decision-making concerning financial market challenges.