On experimental investigation of the web-based stock-exchange model
In this paper, the updated model USEGM simulating the stock exchange is investigated. The updated model includes the transaction costs to reflect the reality better. To represent users that prefer linear utility functions, USEGM adds the new models which minimize absolute prediction errors to the t...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2012-12-01
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Series: | Lietuvos Matematikos Rinkinys |
Subjects: | |
Online Access: | https://www.journals.vu.lt/LMR/article/view/14904 |