메뉴 건너뛰기




Volumn 39, Issue 10, 2012, Pages 8890-8898

Intelligent agent-assisted adaptive order simulation system in the artificial stock market

Author keywords

Intelligent agent; Short selling; Stock simulation; Trading strategy

Indexed keywords

AGENT-BASED ARTIFICIAL STOCK MARKETS; AGENT-BASED COMPUTATIONAL ECONOMICS; AGENT-BASED MODEL; ARTIFICIAL STOCK MARKETS; DECISION SUPPORTS; FINANCIAL INFORMATION; INVESTMENT STRATEGY; LEARNING METHODS; NOVEL ARCHITECTURE; PROTOTYPE SYSTEM; SIMULATION SYSTEMS; STOCK MARKET; STOCK SIMULATION; TRADING MECHANISM; TRADING STRATEGY;

EID: 84862811639     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.02.018     Document Type: Article
Times cited : (13)

References (27)
  • 1
    • 0000961158 scopus 로고
    • Arbitrage, short sales, and financial innovation
    • F. Allen, and D. Gale Arbitrage, short sales, and financial innovation Econometrica 59 4 1991 1041 1068
    • (1991) Econometrica , vol.59 , Issue.4 , pp. 1041-1068
    • Allen, F.1    Gale, D.2
  • 4
    • 68449095849 scopus 로고    scopus 로고
    • Meltdown modeling: Could agent-based computer models prevent another financial crisis
    • M. Buchanan Meltdown modeling: Could agent-based computer models prevent another financial crisis Nature 460 8 2009 680 682
    • (2009) Nature , vol.460 , Issue.8 , pp. 680-682
    • Buchanan, M.1
  • 8
    • 0003084462 scopus 로고
    • An EWMA for monitoring a process standard deviation
    • S.V. Crowder, and M.D. Hamilton An EWMA for monitoring a process standard deviation Journal of Quality Technology 24 1 1992 12 21
    • (1992) Journal of Quality Technology , vol.24 , Issue.1 , pp. 12-21
    • Crowder, S.V.1    Hamilton, M.D.2
  • 9
    • 68449086002 scopus 로고    scopus 로고
    • The economy needs agent-based modeling
    • J.D. Farmer, and D. Foley The economy needs agent-based modeling Nature 460 8 2009 685 686
    • (2009) Nature , vol.460 , Issue.8 , pp. 685-686
    • Farmer, J.D.1    Foley, D.2
  • 11
    • 84862798376 scopus 로고    scopus 로고
    • Worst crisis since '1930s, with no end yet in sight
    • SEPTEMBER
    • J. Hilsenrath, S. Ng, and D. Paletta Worst crisis since '1930s, with no end yet in sight The Wall Street Journal 18 September 2008
    • (2008) The Wall Street Journal , vol.18
    • Hilsenrath, J.1    Ng, S.2    Paletta, D.3
  • 12
    • 0002143544 scopus 로고
    • Complex adaptive systems
    • J.H. Holland Complex adaptive systems Daedalus 121 1 1992 17 30
    • (1992) Daedalus , vol.121 , Issue.1 , pp. 17-30
    • Holland, J.H.1
  • 13
    • 80053261900 scopus 로고    scopus 로고
    • The effect of short sale constraint removal on volatility in the presence of heterogeneous beliefs
    • A. Kraus, and A. Rubin The effect of short sale constraint removal on volatility in the presence of heterogeneous beliefs International Review of Finance 4 2003 171 188
    • (2003) International Review of Finance , vol.4 , pp. 171-188
    • Kraus, A.1    Rubin, A.2
  • 15
    • 84862831686 scopus 로고    scopus 로고
    • Research on mixed tactics-based dynamic offering algorithm
    • P.Y. Lu, and Y.J. Li Research on mixed tactics-based dynamic offering algorithm Journal of Computer Applications 26 6 2006 1456 1458
    • (2006) Journal of Computer Applications , vol.26 , Issue.6 , pp. 1456-1458
    • Lu, P.Y.1    Li, Y.J.2
  • 17
    • 84952503562 scopus 로고
    • Thirteen ways to look at the correlation coefficient
    • J.L. Rodgers, and W.A. Nicewander Thirteen ways to look at the correlation coefficient The American Statistician 42 1988 59 66
    • (1988) The American Statistician , vol.42 , pp. 59-66
    • Rodgers, J.L.1    Nicewander, W.A.2
  • 18
    • 70350055892 scopus 로고    scopus 로고
    • JP Morgan pays $2 a share for Bear Stearns
    • MARCH
    • A.R. Sorkin JP Morgan pays $2 a share for Bear Stearns The New York Times 17 March 2008
    • (2008) The New York Times , vol.17
    • Sorkin, A.R.1
  • 20
    • 0031119479 scopus 로고    scopus 로고
    • Intelligent agent-assisted decision support systems: Integration of knowledge discovery, knowledge analysis, and group decision support
    • H. Wang Intelligent agent-assisted decision support systems: Integration of knowledge discovery, knowledge analysis, and group decision support Expert Systems with Applications 12 3 1997 323 335
    • (1997) Expert Systems with Applications , vol.12 , Issue.3 , pp. 323-335
    • Wang, H.1
  • 21
    • 38649133139 scopus 로고    scopus 로고
    • On-demand e-supply chain integration: A multi-agent constraint-based approach
    • M. Wang, J. Liu, and H. Wang On-demand e-supply chain integration: A multi-agent constraint-based approach Expert Systems with Applications 34 4 2008 2683 2692
    • (2008) Expert Systems with Applications , vol.34 , Issue.4 , pp. 2683-2692
    • Wang, M.1    Liu, J.2    Wang, H.3
  • 22
    • 3242763073 scopus 로고    scopus 로고
    • A web-service agent-based decision support system for securities exception management
    • M. Wang, H. Wang, D. Xu, K. Wan, and D. Vogel A web-service agent-based decision support system for securities exception management Expert Systems with Applications 27 2004 439 450
    • (2004) Expert Systems with Applications , vol.27 , pp. 439-450
    • Wang, M.1    Wang, H.2    Xu, D.3    Wan, K.4    Vogel, D.5
  • 23
    • 70350060831 scopus 로고    scopus 로고
    • Lehman heads toward brink as Barclays ends talks
    • SEPTEMBER
    • B. White, and J. Anderson Lehman heads toward brink as Barclays ends talks The New York Times 14 September 2008
    • (2008) The New York Times , vol.14
    • White, B.1    Anderson, J.2
  • 24
    • 0035152089 scopus 로고    scopus 로고
    • Software agents for knowledge management: Coordination in multi-agent supply chains and auctions
    • D.J. Wu Software agents for knowledge management: Coordination in multi-agent supply chains and auctions Expert Systems with Applications 20 1 2001 51 64
    • (2001) Expert Systems with Applications , vol.20 , Issue.1 , pp. 51-64
    • Wu, D.J.1
  • 25
    • 24144455311 scopus 로고    scopus 로고
    • A conceptual model of personalized virtual learning environments
    • D. Xu, H. Wang, and M. Wang A conceptual model of personalized virtual learning environments Expert Systems with Applications 29 3 2005 525 534
    • (2005) Expert Systems with Applications , vol.29 , Issue.3 , pp. 525-534
    • Xu, D.1    Wang, H.2    Wang, M.3
  • 27
    • 84862816123 scopus 로고    scopus 로고
    • Strategic learning in sealed-bid bargaining mechanism by particle swarm optimization algorithm
    • X.B. Zhu, X.J. Wang, and Q. Yu Strategic learning in sealed-bid bargaining mechanism by particle swarm optimization algorithm Computer Engineering and Applications 42 32 2006 185 187
    • (2006) Computer Engineering and Applications , vol.42 , Issue.32 , pp. 185-187
    • Zhu, X.B.1    Wang, X.J.2    Yu, Q.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.