An Adaptive Agent Based Economic Model
Learning Classifier Systems, From Foundations to Applications
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
Learning and predicting financial time series by combining natural computation and agent simulation
EvoApplications'11 Proceedings of the 2011 international conference on Applications of evolutionary computation - Volume Part II
Learning predictive models for financial time series by using agent based simulations
Transactions on Compuational Collective Intelligence VI
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Understanding and reproducing the behavior of stock markets is both an interesting and difficult topic. In fact stock markets are an example of complex systems where the emergent behavior, coming from the aggregate effect of the action performed by independently acting investors, has a direct and important impact on our dayly lives. In our study, we want to explore if a computational simulation technique based on software agents could be used to model a stock market. Also we would like to investigate if a simple modelisation of the complexity underlying stock market operations could result in a good-enough estimate of the future market behaviour. A case study where we use our software agent based simulation to track the S&P500 index is described and discussed.