Agent-Based Simulation of Financial Institution Investment Strategy Under Easing Monetary Policy for Operative Collapses.
Takamasa KikuchiMasaaki KunigamiTakashi YamadaHiroshi TakahashiTakao TeranoPublished in: J. Adv. Comput. Intell. Intell. Informatics (2018)
Keyphrases
- investment strategies
- agent based simulation
- stock market
- monetary policy
- simulation model
- stock exchange
- stock price
- simulation models
- financial markets
- short term
- financial data
- agent model
- financial time series
- long term
- portfolio optimization
- trading strategies
- neural network
- rebalanced portfolio
- exchange rate
- multi agent systems