A Study on the Market Impact of the Rule for Investment Diversification at the Time of a Market Crash Using a Multi-Agent Simulation.
Atsushi NozakiTakanobu MizutaIsao YagiPublished in: IEICE Trans. Inf. Syst. (2017)
Keyphrases
- market data
- multi agent simulation
- stock market
- empirical studies
- decision making
- investment strategies
- stock price
- competitive market
- key factors
- financial data
- futures market
- asset allocation
- market share
- technological innovation
- real option
- financial markets
- factors influencing
- tabu search
- statistical analysis
- learning environment