Clarification of the price fluctuation mechanism in financial markets: Disparity in forecast accuracy among investors and asset price fluctuations

International Journal of Computer Applications in Technology

Volumn 38, Issue 4, 2010, Pages 250-258

  Takahashi, Hiroshi ^a  

^a KEIO UNIVERSITY   (Japan)

Author keywords

Agent based modelling; Asset management; Asset price fluctuation; Asset pricing; Disparity in forecast accuracy; Financial markets; Information; Investment; Natural selection; Return; Risk; Text mining

Indexed keywords

ASSET MANAGEMENT; AUTONOMOUS AGENTS; COMMERCE; COMPUTATIONAL METHODS; COSTS; DATA MINING; FINANCIAL MARKETS; FORECASTING; RISK ASSESSMENT; RISKS;

AGENT-BASED MODELLING; ASSET PRICES; ASSET PRICING; FORECAST ACCURACY; INFORMATION; NATURAL SELECTION; RETURN; TEXT MINING;

INVESTMENTS;

EID: 77955352119     PISSN: 09528091     EISSN: None     Source Type: Journal    
DOI: 10.1504/IJCAT.2010.034525     Document Type: Article

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