Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
Proceedings of the Joint JSAI 2001 Workshop on New Frontiers in Artificial Intelligence
Proceedings of the Joint JSAI 2001 Workshop on New Frontiers in Artificial Intelligence
Analysis of the effect of Headline News in financial market through text categorisation
International Journal of Computer Applications in Technology
Analyzing the influence of overconfident investors on financial markets through agent-based model
IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning
On the expected penalty function for a risk model perturbed by diffusion
International Journal of Computer Applications in Technology
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This research analysed the impact of the disparity in forecast accuracy among investors in the financial markets. This analysis has found the following interesting phenomena: 1) depending on market environments, investors with good forecast accuracy do not always survive in the market; 2) where the performance measurement period is short, there may be a negative influence such as deviation from the fundamental value of trading prices. These results suggest the need for examining various factors when considering the impact of information technologies such as the text mining technique on financial markets, and are of great significance from both practical and academic viewpoints.