Event study method for validating agent-based trading simulations

In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely important for agent-based simulations, but unfortunately, so far there is no one universal method that would work in all domai...

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Bibliographic Details
Main Author: CHENG, Shih-Fen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2010
Subjects:
Online Access:https://ink.library.smu.edu.sg/sis_research/1563
https://ink.library.smu.edu.sg/context/sis_research/article/2562/viewcontent/validate_iat10_short.pdf
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Institution: Singapore Management University
Language: English