Towards a multi-agent based architecture to simulate the reality of a stock exchange market.
Sehl MellouliFaouzi BouslamaPublished in: AICCSA (2010)
Keyphrases
- stock exchange
- agent based architecture
- stock price
- stock market
- financial data
- black scholes
- decision support system
- dow jones
- stock trading
- transaction costs
- financial time series
- investment strategies
- chinese stock market
- portfolio optimization
- option pricing
- agent architecture
- real world
- financial markets
- short term
- portfolio management
- knowledge discovery