61 search results - page 6 / 13 » Cognitive-Agent-Based Modeling of a Financial Market |
LREC
2010
13 years 10 months ago
2010
The paper presents results of an experiment dealing with sentiment analysis of Croatian text from the domain of finance. The goal of the experiment was to design a system model fo...
IPPS
2008
IEEE
14 years 2 months ago
2008
IEEE
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
COMPLEX
2009
Springer
14 years 3 months ago
2009
Springer
Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluct...
ANOR
2010
13 years 8 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
CEC
2007
IEEE
14 years 2 months ago
2007
IEEE
— Hornby’s Age-Layered Population Structure claims to reduce premature convergence in Evolutionary Algorithms. We provide the first evaluation of ALPS on a realworld problem ...