SiSMar: social multi-agent based simulation of stock market.
Zahra KodiaLamjed Ben SaidKhaled GhédiraPublished in: AAMAS (2) (2009)
Keyphrases
- stock market
- multi agent based simulation
- short term
- stock exchange
- stock price
- trading rules
- financial time series
- financial data
- stock trading
- social networks
- multi agent
- stock data
- financial markets
- stock index futures
- financial news
- garch model
- stock returns
- chinese stock market
- long term
- trading systems
- neural network
- artificial neural networks
- learning algorithm