Building a Simulation Model of Foreign Exchange Market: Reproduction of Yen Dollar Market

Ayako Usami, Ryunosuke Tsuya, Takashi Iba, Hideki Takayasu. Building a Simulation Model of Foreign Exchange Market: Reproduction of Yen Dollar Market. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

Abstract

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