Market fraction hypothesis: A proposed test
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DOI: 10.1016/j.irfa.2011.06.009
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- Ya-Chi Huang & Chueh-Yung Tsao, 2018. "Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 821-846, April.
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Keywords
Market Fraction Hypothesis; Genetic Programming; Self-Organizing Feature Map; Time-Invariant Self-Organizing Feature Map; Agent-based financial model;All these keywords.
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