output
20192022
most citedAn agent-based model for designing a financial market that works well

20 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2022Show all

1 paper · 1 filter

q-fin.CP2022★ 1 cited

Do new investment strategies take existing strategies' returns -- An investigation into agent-based models

Takanobu Mizuta

Commodity trading advisors (CTAs), who mainly trade commodity futures, showed good returns in the 2000s. However, since the 2010's, they have not performed very well. One possible…