Researching Financial Market Dynamics through Algorithmic Trading Agents
| dc.contributor.author | Helstab, Paul | |
| dc.contributor.author | Mosler, Christof | |
| dc.contributor.author | Kaiser, Daniel | |
| dc.contributor.editor | Markus Böhm, Jürgen Wunderlich | |
| dc.date.accessioned | 2024-10-01T10:15:41Z | |
| dc.date.available | 2024-10-01T10:15:41Z | |
| dc.date.issued | 2024 | |
| dc.description.abstract | 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. | en |
| dc.identifier.doi | 10.18420/AKWI2024-013 | |
| dc.identifier.isbn | 978-3-88579-801-9 | |
| dc.identifier.pissn | 1617-5468 | |
| dc.identifier.uri | https://dl.gi.de/handle/20.500.12116/44652 | |
| dc.language.iso | en | |
| dc.publisher | Gesellschaft für Informatik e.V. | |
| dc.relation.ispartof | AKWI Jahrestagung 2024 | |
| dc.relation.ispartofseries | Lecture Notes in Informatics (LNI) - Proceedings, Volume P-357 | |
| dc.subject | autonomous agents | |
| dc.subject | simulations | |
| dc.subject | financial markets | |
| dc.subject | DEMAS | |
| dc.title | Researching Financial Market Dynamics through Algorithmic Trading Agents | en |
| dc.type | Text/Conference Paper | |
| gi.citation.endPage | 172 | |
| gi.citation.publisherPlace | Bonn | |
| gi.citation.startPage | 169 | |
| gi.conference.date | 09.-10.09.2024 | |
| gi.conference.location | HAW-Landshut | |
| gi.conference.sessiontitle | Poster Presentations |
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