Multi-Agent Market Modeling of Foreign Exchange Rates.

Georg Zimmermann Ralph Neuneier Ralph Grothmann

Published in: Adv. Complex Syst. (2001)

Keyphrases

foreign exchange
multi agent
exchange rate
stock price
risk aversion
short run
multi agent systems
financial crisis
currency exchange
cooperative
financial data
dynamic programming
agent oriented
probability distribution
intelligent agents
agent based simulations