Multifractal analysis of agent-based financial markets.
James R. ThompsonJames R. WilsonPublished in: WSC (2013)
Keyphrases
- financial markets
- multifractal analysis
- agent based modeling
- agent based models
- microarray
- stock market
- portfolio selection
- stock price
- market data
- risk management
- multi agent systems
- technical indicators
- trading rules
- exchange rate
- trading systems
- trading strategies
- non stationary
- long term
- multi agent
- information retrieval
- decision makers
- case based reasoning
- stock returns