An introduction to econophysics: correlations and complexity in finance
An introduction to econophysics: correlations and complexity in finance
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Handbook of Computational Economics, Volume 2: Agent-Based Computational Economics (Handbook of Computational Economics)
Nasdaq Market Simulation: Insights on a Major Market from the Science of Complex Adaptive Systems
Nasdaq Market Simulation: Insights on a Major Market from the Science of Complex Adaptive Systems
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The proposed framework constructs an intelligent agent composed of a few trained neural networks, each specialized to make investment decisions according to the assigned investment strategies. The artificial investing agents are not only forecasting but also managing their portfolios. A novel simulation platform designs a multi-agent system, which is composed from those intelligent agents. Agents are trained to follow different investing strategies in order to optimize their portfolios. The proposed multi-agent portfolio simulation platform gives us an opportunity to display the multi-agent competitive system, and find the best profit-risk performing agents, i.e. investing strategies. In sum, simulations have shown that the proposed NN-based multi-agent system produces similar results in terms of e.g. wealth distribution compared with empirical evidence from the actual investment markets' behavior.