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    Article

    Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market

    The widespread application of algorithmic trading (AT) will have a lasting and profound effect on the financial market. This paper uses the multi-agent model to construct a multi-asset artificial stock market ...

    Qixuan Luo, Shijia Song, Handong Li in Computational Economics (2023)

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    Article

    Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model

    Based on the multi-agent model, an artificial stock market with four types of traders is constructed. On this basis, this paper focuses on comparing the effects of liquidation behavior on market liquidity, vol...

    Qixuan Luo, Yu Shi, Xuan Zhou, Handong Li in Computational Economics (2021)

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    Article

    Optimal Liquidation Strategy of Multi-assets Based on Minimum Loss Probability

    Based on the minimum loss probability criterion, this paper discusses the optimal strategy in multi-asset liquidation. First, we give the framework of the multi-asset liquidation problem and obtain the boundar...

    Qixuan Luo, Can Jia, Shaobo Zhao, Handong Li in Journal of Systems Science and Systems Eng… (2020)