Analyzing the Validity of Smart Beta in Financial Markets through Agent-Based Modeling.

Hiroshi Takahashi

Published in: COMPSAC Workshops (2015)

Keyphrases

agent based modeling
financial markets
stock market
stock price
complex systems
social behavior
information retrieval
risk management
multi agent systems
collective intelligence
non stationary
open source
information extraction
management system
multi agent
reinforcement learning
data mining