Market Participant Estimation by Using Artificial Market.

Fujio Toriumi Kiyoshi Izumi Hiroki Matsui

Published in: PRIMA Workshops (2009)

Keyphrases

financial markets
least squares
foreign exchange
data sets
stock market
decision making
machine learning
electronic markets
financial data
real world
e learning
knowledge base
social networks
non stationary
learning algorithm
stock price
option pricing