Multi-agent Simulation of Investor Cognitive Behavior in Stock Market.
Zahra KodiaLamjed Ben SaidPublished in: PAAMS (2009)
Keyphrases
- stock market
- multi agent simulation
- stock price
- short term
- trading rules
- stock exchange
- financial data
- multi agent
- stock index futures
- stock returns
- financial time series
- financial markets
- stock data
- technical indicators
- trading strategies
- listed companies
- long term
- text mining
- garch model
- data mining
- stock market data
- chinese stock market
- neural network