23 search results - page 1 / 5 » Pattern-Oriented Agent-Based Modeling for Financial Market S... |
ISNN
2007
Springer
14 years 5 months ago
2007
Springer
The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while t...
MATES
2009
Springer
14 years 5 months ago
2009
Springer
Abstract. The formalization and use of experiences in good model design would make an important contribution to increasing the efficiency of modeling as well as to supporting the k...
ICCSA
2003
Springer
14 years 4 months ago
2003
Springer
In this paper, we model an agent-based economy in which heterogeneous agents (firms and a bank) interact in the financial markets. The heterogeneity is due to the balance sheet ...
ATAL
2007
Springer
14 years 5 months ago
2007
Springer
This paper proposed a new approach that integrated an artificial market simulation and text-mining with real information. In this approach, economic trends were extracted from te...
IAT
2009
IEEE
14 years 5 months ago
2009
IEEE
