Quantitative estimation of market sentiment: A discussion of two alternatives

WSEAS Transactions on Systems

Volumn 11, Issue 12, 2012, Pages 691-702

  Neri, Filippo ^a  

^a UNIVERSITY OF MALTA   (Malta)

Author keywords

Agent based modeling; Financial markets; Prediction of the SP500 and DJIA time series; Simulated annealing

Indexed keywords

AGENT-BASED MODELING; APPROXIMATION RESULTS; CLOSE APPROXIMATION; COMPUTATIONAL POWER; COMPUTATIONAL SIMULATION; COMPUTATIONAL TECHNIQUE; EMPIRICAL DATA; FINANCIAL ASSETS; FINANCIAL MARKET; FINANCIAL TIME SERIES; INVESTMENT DECISIONS; MODELING APPROACH; PREDICTION RULES; QUANTITATIVE ESTIMATION; SET-UPS; SHORT PERIODS; SYSTEM'S PERFORMANCE;

COMMERCE; COMPUTATIONAL METHODS; ECONOMICS; FINANCIAL DATA PROCESSING; FORECASTING; INVESTMENTS; PARTICLE SWARM OPTIMIZATION (PSO); SIMULATED ANNEALING;

TIME SERIES;

EID: 84871602950     PISSN: 11092777     EISSN: 22242678     Source Type: Journal    
DOI: None     Document Type: Article

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