3 papers
q-fin.TR2025
The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges
Matej Steinbacher, Mitja Steinbacher, Matjaz Steinbacher
This study examines the impact of different computing implementations of clearing mechanisms on multi-asset price dynamics within an artificial stock market framework. We show that…
q-fin.TR2025
Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
Matej Steinbacher, Mitja Steinbacher, Matjaz Steinbacher
This paper explores the bifurcative dynamics of an artificial stock market exchange (ASME) with endogenous, myopic traders interacting through a limit order book (LOB). We showed t…
q-fin.PR2023
Predicting Stock Price Movement as an Image Classification Problem
Matej Steinbacher
The paper studies intraday price movement of stocks that is considered as an image classification problem. Using a CNN-based model we make a compelling case for the high-level rela…