Agent-based modeling under partial and full knowledge learning settings to simulate financial markets

AI Communications

Volumn 25, Issue 4, 2012, Pages 295-304

  Neri, Filippo ^a  

^a UNIVERSITY OF MALTA   (Malta)

Author keywords

1 hour; 1 minute; 10 minutes; Agent based modeling and simulation; daily time series; financial markets; full knowledge learning; partial knowledge learning; prediction of SP500, DJIA, Google, SPY time series; simulated annealing

Indexed keywords

1 HOUR; 1 MINUTE; 10 MINUTES; AGENT-BASED MODELING AND SIMULATION; FINANCIAL MARKET; KNOWLEDGE LEARNING; PARTIAL KNOWLEDGE;

COMMERCE; COMPUTATIONAL METHODS; COMPUTER SIMULATION; FINANCE; SIMULATED ANNEALING; TIME SERIES;

FINANCIAL DATA PROCESSING;

EID: 84867569780     PISSN: 09217126     EISSN: None     Source Type: Journal    
DOI: 10.3233/AIC-2012-0537     Document Type: Article

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