{'fraction_non_alphanumeric': 0.013062409288824383, 'fraction_numerical': 0.0, 'mean_word_length': 5.216216216216216, 'pattern_counts': {'":': 0, '<': 0, '<?xml version=': 0, '>': 0, 'https://': 0, 'lorem ipsum': 0, 'www.': 0, 'xml': 0}, 'pii_count': 0, 'substrings_counts': 0, 'word_list_counts': {'cursed_substrings.json': 0, 'profanity_word_list.json': 0, 'sexual_word_list.json': 0, 'zh_pornsignals.json': 0}}
Transaction Cost Transform of Trading Volume Series in a Closed Auction Type Stock Market Model

Research work on price making mechanisms in computational intelligence still remains somewhat under-represented, in part because of its short-time scale implications, and in part due to the complexity in modeling bid-offer array books and correlating them to individual market players. Here we report a study on the transaction cost – trading volume correlations in an artificial stock market with closed auction pricing. A signature of particular trading strategies has been found in the characteristics of the exponential decay of total trading volume as a function of the transaction cost.