Risk Analysis on Program Trading: An Agent-based Computational Finance Perspective.

Xiong Xiong Hailiang Yuan Wei Zhang Yongjie Zhang

Published in: BIFE (2012)

Keyphrases

risk analysis
computational finance
financial forecasting
risk management
trading systems
computational intelligence
decision making
risk assessment
risk factors
genetic programming
information security
influence diagrams
machine learning
open source
fuzzy numbers
state space
artificial intelligence