Browsing AURA by Author "Kroglund, Håvard"
Now showing items 1-1 of 1
-
Interacting heterogeneous algo-traders : an extension of the Day and Huang model
Kroglund, Håvard; Fevang, Lauritz (Master thesis, 2013)We develop a model with heterogeneous and socially interacting investors applying different technical trading rules (algorithms), by extending the seminal model of Day and Huang (1990). The original model consists of ...