Efficient Monitoring of Financial Orders with Agent-Based Technologies

@inproceedings{Mathieu2011EfficientMO,
  title={Efficient Monitoring of Financial Orders with Agent-Based Technologies},
  author={Philippe Mathieu and Olivier Brandouy},
  booktitle={PAAMS},
  year={2011}
}
The execution of orders on stock exchanges is managed by a set of formalized rules based on price and time priority. Nevertheless, orders issued by investors do not show-up directly in the market system : they transit through the brokerage intermediation where they can be arranged in different sequences. We show that the latter operation has a critical impact on investors. In this paper, we propose a decision support system that solves the underlying optimization problem for a given social… 

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Trading & Exchanges Orders anticipators

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Trading & Exchanges

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