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
A comparative study of a financial agent based simulator across learning scenarios
ADMI'11 Proceedings of the 7th international conference on Agents and Data Mining Interaction
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Financial markets are an example of complex systems where relevant behavior happens to be a synthesis of independent and singular decisions taken by individual entities operating in them. Such is the case of financial markets where several investors autonomously decide what investment decisions to undertake. In our work, in particular, we focus our attention to the following research question: can a software agent simulation reproduce the behaviour of a significant financial market time serie by concentrating on many simple interactions among investors-agents. A case study where we use our software agent based simulation to track the S&P500 index is described and discussed.