A comparative study of a financial agent based simulator across learning scenarios

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 7103 LNAI, Issue , 2012, Pages 86-97

  Neri, Filippo ^a  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

Author keywords

Agent based modeling; financial markets; prediction of the SP500 and DJIA time series; simulated annealing

Indexed keywords

AGENT BASED; AGENT-BASED MODELING; COMPARATIVE STUDIES; EXPERIMENTAL STUDIES; FINANCIAL MARKET; FINANCIAL TIME SERIES; INITIAL CONDITIONS; INTEGRATING AGENTS; KNOWLEDGE LEARNING; LEARNING SCENARIOS; PARTIAL KNOWLEDGE;

COMPUTATIONAL METHODS; DATA MINING; FINANCIAL DATA PROCESSING; SIMULATED ANNEALING; TIME SERIES;

FINANCE;

EID: 84255170642     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-27609-5_7     Document Type: Conference Paper

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