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» Trading in Markovian Price Models
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ITCC
2005
IEEE
14 years 1 months ago
Real Stock Trading Using Soft Computing Models
The main focus of this study is to compare different performances of soft computing paradigms for predicting the direction of individuals stocks. Three different artificial intell...
Brent Doeksen, Ajith Abraham, Johnson P. Thomas, M...
APIN
2008
305views more  APIN 2008»
13 years 7 months ago
A generalized model for financial time series representation and prediction
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
Depei Bao
JSAC
2011
136views more  JSAC 2011»
12 years 10 months ago
Spectrum Trading in Cognitive Radio Networks: A Contract-Theoretic Modeling Approach
—Cognitive radio is a promising paradigm to achieve efficient utilization of spectrum resource by allowing the unlicensed users (i.e., secondary users, SUs) to access the licens...
Lin Gao, Xinbing Wang, Youyun Xu, Qian Zhang
ICCSA
2010
Springer
13 years 6 months ago
Emergent Stock Market Behaviour from a Multitude of Simple Agents
In our work the focus is on emergent behaviour in large groups of stock market participants. We do not assume that market participants take rational investment decisions based on f...
Volker Nissen, Danilo Saft
SIGECOM
2009
ACM
118views ECommerce» more  SIGECOM 2009»
14 years 2 months ago
Modeling volatility in prediction markets
There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than tradition...
Nikolay Archak, Panagiotis G. Ipeirotis