Overhearing in Financial Markets - A Multi-agent Approach.
Badiâa HedjaziSamir AknineMohamed Ahmed-NacerKarima BenatchbaPublished in: ICAART (2) (2011)
Keyphrases
- financial markets
- multi agent
- stock market
- market data
- stock price
- portfolio selection
- technical indicators
- multi agent systems
- risk management
- agent based models
- trading rules
- trading systems
- stock returns
- agent based modeling
- feature selection
- portfolio theory
- reinforcement learning
- decision making
- exchange rate
- non stationary
- artificial intelligence