Emergent Stock Market Behaviour from a Multitude of Simple Agents.
Volker NissenDanilo SaftPublished in: ICCSA (4) (2010)
Keyphrases
- stock market
- market prices
- short term
- multi agent
- multi agent systems
- stock price
- trading strategies
- financial data
- stock index futures
- financial time series
- stock exchange
- multiagent systems
- listed companies
- financial markets
- stock trading
- financial news
- portfolio optimization
- multiple agents
- trading systems
- agent oriented
- garch model
- autonomous agents
- resource allocation
- stock market data
- intelligent agents
- decision making