Modelling investment in artificial stock markets: Analytical and Numerical Results
Roberto da SilvaAlexandre Tavares BaravieraSilvio R. DahmenPublished in: CoRR (2005)
Keyphrases
- stock market
- investment strategies
- short term
- stock returns
- stock exchange
- financial data
- stock data
- stock price
- trading rules
- financial time series
- monetary policy
- portfolio management
- stock trading
- financial markets
- garch model
- decision making
- portfolio optimization
- long term
- cash flow
- stock market data
- developed countries
- foreign exchange
- real option
- stock index futures
- data mining
- portfolio selection
- theoretical analysis
- financial information