Blar i AURA på forfatter "Kroglund, Håvard"
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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 ...