Analyzing the Efficacy of Passive Investment Strategies through Agent-Based Modelling: Overconfident Investors and Investors with Better Predictive Power.
Hiroshi TakahashiPublished in: KES-AMSTA (2014)
Keyphrases
- predictive power
- financial markets
- investment strategies
- stock market
- logistic regression
- prediction accuracy
- stock price
- stock exchange
- predictive accuracy
- agent based models
- agent based modelling
- portfolio selection
- neural network
- risk management
- exchange rate
- news articles
- short term
- multi agent
- trading strategies
- data mining