Analysis of order flow and dynamics of distribution of orders, and proposal of the way of a market stability by market making.
Project/Area Number |
22510156
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Social systems engineering/Safety system
|
Research Institution | Osaka City University |
Principal Investigator |
|
Co-Investigator(Kenkyū-buntansha) |
MORI Naoki 大阪府立大学, 大学院工学研究科, 准教授 (90295717)
|
Project Period (FY) |
2010 – 2012
|
Project Status |
Completed (Fiscal Year 2012)
|
Budget Amount *help |
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2012: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2011: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2010: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
|
Keywords | 人工市場 / オーダー・フロー / シミュレーション工学 / オーダーフロー |
Research Abstract |
The purpose of this investigation is to develop the way of market making to stabilize financial markets. We have constructed the software which analyzes real order flow data and the artificial financial market system which tests market maker models. We ha
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Report
(4 results)
Research Products
(11 results)