Price variation limits and financial market bubbles: Artificial market simulations with agents' learning process.
Takanobu MizutaKiyoshi IzumiShinobu YoshimuraPublished in: CIFEr (2013)
Keyphrases
- financial markets
- agent based modeling
- agent based models
- learning process
- stock price
- stock market
- market data
- trading strategies
- black scholes
- multi agent systems
- risk management
- financial institutions
- stock returns
- early warning
- multi agent
- fractional brownian motion
- learning environment
- learning algorithm
- decision making
- software agents
- technical indicators
- stock exchange
- reinforcement learning
- e learning
- short term
- exchange rate
- portfolio theory
- trading agents
- financial data
- learning agent
- long term
- information systems