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Research on Continuous Double Auction Strategy in the Weak Efficient Markets

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Title: Research on Continuous Double Auction Strategy in the Weak Efficient Markets

Authors: First A. Yantao Bai

Journal: Journal of Applied Sciences

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Publisher: Asian Network for Scientific Information (ANSInet)

Country: Pakistan

Year: 2013

Volume: 13

Issue: 6

Language: English

DOI: 10.10.3923/jas.2013.862.868

Keywords: Individual incomeWeakrandom walkbest priceContinuous auction

Categories
Mathematical Economics (41) Finance (9883) Econometrics (4472) Statistics (8857) Economics (27414)

Abstract

In view of continuous auction market dynamics and great uncertainty, the continuous bidding strategy design has long held prominence. By employing simulation, this paper posits recommendations for the continuous auction market to discover an effective bidding strategy. The first simulation of

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