order driven market

March 2, 2010

Multi-agent based order book  model -> paper

Simulation of limit order driven market -> paper (JOT), (check reference as well)

double auction simulation market -> paper, and this

Matlab code -> here

Complex Event Processing(CEP), with application to P2P network, senor network, exchange etc. Event Processing Industry

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: