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Co - evolutionary Multi - Agent - Based Modeling of Artificial Stock Market by using the GP Approach Xiaorong Chen ... Specifically , in this architecture the rational agents prefer forecast equation models or simple trading rules to ...
Co - evolutionary Multi - Agent - Based Modeling of Artificial Stock Market by using the GP Approach Xiaorong Chen ... Specifically , in this architecture the rational agents prefer forecast equation models or simple trading rules to ...
Página 160
2 MULTI - AGENT - BASED MODELING OF ARTIFI- CIAL STOCK MARKET 2.1 Architecture Fig.1 depicts the complicated computational architecture of stock market ... The major component of this architecture is the heterogeneous adaptive agents .
2 MULTI - AGENT - BASED MODELING OF ARTIFI- CIAL STOCK MARKET 2.1 Architecture Fig.1 depicts the complicated computational architecture of stock market ... The major component of this architecture is the heterogeneous adaptive agents .
Página 161
Agents of type 1 and type 3 make predictions about the expectation of future return and risk using accurate forecast equation models , and then buy or sell stocks in correspond- ing with their expectations . Agents are assumed to have ...
Agents of type 1 and type 3 make predictions about the expectation of future return and risk using accurate forecast equation models , and then buy or sell stocks in correspond- ing with their expectations . Agents are assumed to have ...
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Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
Otras 6 secciones no mostradas
Otras ediciones - Ver todas
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
agents algorithm analysis applied approach approximation asset assume average bond bound calculated changes compared computed conditional consider correlation corresponding cost currency decision defined denote depends derived deviation distribution dynamics Economics effect equation error estimated example exchange rate expected experiment Figure fitness forecast function future genetic given hedging implied increase indicators input interest investment Journal linear mean measure method moving neural network nonlinear normal Note observations obtained operating optimal option parameters patterns performance period points portfolio positive prediction present probability problem profit Programming random ratio REFERENCES respectively returns risk rules sample selection shows simulation square standard statistical step stochastic stock price strategies Table term tion trading trend University variables vector volatility weights
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 11 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |