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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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2010
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| 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 |