A semi-formal specification for a generic model of artificial stock markets.
Sadek BenhammadaSalim ChikhiPublished in: ICCS (2010)
Keyphrases
- formal specification
- generic model
- stock market
- short term
- model checking
- specification languages
- object oriented design
- appearance model
- financial time series
- financial data
- stock returns
- trading rules
- stock price
- formal methods
- stock exchange
- stock data
- long term
- monetary policy
- reverse engineering
- process algebra
- concurrent systems
- financial markets
- statistical model
- garch model
- software components
- multi agent
- machine learning
- e government
- video sequences
- three dimensional
- case study