Overconfident investors in the LLS agent-based artificial financial market.
Milan LovricUzay KaymakJaap SpronkPublished in: CIFEr (2009)
Keyphrases
- financial markets
- agent based modeling
- agent based models
- stock market
- stock price
- early warning
- real world
- technical indicators
- multi agent
- black scholes
- risk management
- trading systems
- multi agent systems
- fractional brownian motion
- investment strategies
- portfolio theory
- case based reasoning
- trading strategies
- data analysis
- machine learning