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...

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Bibliographic Details
Main Authors: Jonas Mockus, Igor Katin, Joana Katina
Format: Article
Language:English
Published: Vilnius University Press 2012-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/14904