Empirical regularities from interacting long- and short-memory investors in an agent-based stock market.
Blake LeBaronPublished in: IEEE Trans. Evol. Comput. (2001)
Keyphrases
- stock market
- short term
- theoretical analysis
- trading rules
- stock exchange
- stock price
- financial news
- financial time series
- financial markets
- portfolio optimization
- financial data
- listed companies
- stock trading
- intelligent agents
- market prices
- stock returns
- stock data
- long term
- stock index futures
- garch model
- software agents
- investment strategies
- data streams