Elton Sbruzzi, Steve Phelps. Testing leverage-based trading strategies under an adaptive-expectations agent-based model. In Maria L. Gini, Onn Shehory, Takayuki Ito, Catholijn M. Jonker, editors, International conference on Autonomous Agents and Multi-Agent Systems, AAMAS '13, Saint Paul, MN, USA, May 6-10, 2013. pages 1161-1162, IFAAMAS, 2013. [doi]
Abstract is missing.