Saarstrasse 21
Mainz, D-55099
Germany
Johannes Gutenberg University Mainz
SSRN RANKINGS
in Total Papers Citations
Financial Markets, Stock Market, Event-Based Rescaling, Switching Points, Extreme Values, Price, Transaction Volume, Inter-Trade Time
continuous double auction, agent based model, Monte Carlo simulation, order book, stock market, complex systems
GPU Computing, Correlations, Patterns, Time Series Analysis, Financial Markets, FDAX