Key Points for Realistic Agent-based Financial Market Simulations.
Iryna VeryzhenkoPhilippe MathieuOlivier BrandouyPublished in: ICAART (2) (2011)
Keyphrases
- keypoints
- financial markets
- agent based modeling
- agent based models
- image matching
- stock price
- stock market
- scale invariant
- agent based simulations
- object recognition
- complex systems
- image features
- multiscale
- technical indicators
- simulation model
- risk management
- scale invariant feature transform
- fractional brownian motion
- scale space
- pattern recognition
- black scholes
- sift descriptors
- face model
- image processing
- short term