Calibration of an Agent Based Model for Financial Markets.

Annalisa Fabretti

Published in: PAAMS (Special Sessions) (2011)

Keyphrases

financial markets
agent based modeling
agent based models
stock market
stock price
market data
portfolio selection
camera calibration
technical indicators
risk management
trading rules
portfolio theory
trading systems
trading strategies
financial data
databases
project management
short term
information retrieval