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Removing systematic patterns in returns in a financial market model by artificially intelligent traders
Witte, Björn-Christopher (2011): Removing systematic patterns in returns in a financial market model by artificially intelligent traders, Bamberg: BERG.
Author:
Publisher Information:
Year of publication:
2011
Pages:
Series ; Volume:
Language:
German
Type:
Workingpaper
Activation date:
April 30, 2014
Permalink
https://fis.uni-bamberg.de/handle/uniba/4807