Investigating the role of social behavior in financial markets through agent-based simulation.
Alessia MauriAndrea TettamanziPublished in: AAMAS (2012)
Keyphrases
- social behavior
- agent based simulation
- agent based modeling
- financial markets
- simulation model
- swarm intelligence
- social interaction
- social networks
- simulation models
- stock market
- social media
- agent model
- stock price
- portfolio selection
- market data
- electricity markets
- trading systems
- particle swarm optimization
- portfolio theory
- risk management
- technical indicators