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Forecasting financial time series using an artificial market model

Publication status:: Not published

Peer review status:: Not peer reviewed

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APA Style

Hauser, R. A. (2005). Forecasting financial time series using an artificial market model.

MLA Style

Hauser, RA. “Forecasting Financial Time Series Using an Artificial Market Model.” 2005.

Chicago Style

Hauser, RA. 2005. “Forecasting Financial Time Series Using an Artificial Market Model.”
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Files:: NA-05-09.pdf

(Preview, Author's original, pdf, 216.5KB, Terms of use)

Authors

+ Hauser, RA More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Oxford college:: Pembroke College
Role:: Author
ORCID:: 0000-0003-4549-9047

Host title:: WEHIA 2005
Journal:: WEHIA 2005 Conference Proceedings More from this journal
Publication date:: 2005-06-15
Event location:: University of Essex

Keywords:: FFR
Pubs id:: pubs:319878
UUID:: uuid:f3a280ce-1e5f-4d83-8c6a-9c66e13b790d
Local pid:: pubs:319878
Source identifiers:: 319878
Deposit date:: 2019-11-27
ARK identifier:: ark:/29072/ora_f3a280ce1e5f4d838c6a9c66e13b790d

Terms of use

Copyright date:: 2005
Notes:: This paper was presented at the 10th Annual Workshop on Economic Heterogeneous Interaction Agents (WEHIA) 2005, Essex, UK

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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