Analysis of the Impact of the Rule for Investment Diversification on Investment Performance using a Multi-agent Simulation.

Isao Yagi Takanobu Mizuta

Published in: IIAI-AAI (2019)

Keyphrases

multi agent simulation
decision making
long run
return on investment
risk aversion
association rules
real option
database
databases
multi agent
active databases
search engine
knowledge discovery
investment decisions