摘要
根据知情交易者和未知情交易者行为,构建了交易者序贯交易过程.据此,建立单纯利用股票交易数据,在指 令驱动系统下中国股市知情交易概率测定模型.
According to the behavior of informed trader and uninformed trader,the sequential trading process of trader is created. Then this paper models the measurement of probability of informed trading in an order-driven stock market of China on the basis of stock transaction data.
出处
《同济大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2004年第1期118-122,共5页
Journal of Tongji University:Natural Science
基金
国家自然科学基金资助项目(70273027)
关键词
知情交易
交易结构
买力比率
informed trading
trading structure
ratio of buying power
