Agent-based modeling of lottery markets with the expected-utility paradigm.
Shu-Heng ChenBin-Tzong ChieChia-Wei LeePublished in: Congress on Evolutionary Computation (2005)
Keyphrases
- expected utility
- agent based modeling
- risk aversion
- utility function
- financial markets
- decision theory
- decision theoretic
- decision makers
- social behavior
- complex systems
- social sciences
- optimal strategy
- pareto optimal
- exchange rate
- influence diagrams
- risk averse
- stock market
- social interaction
- stock price
- decision problems
- probability distribution
- agent based models
- belief functions
- data mining
- game theory
- case based reasoning
- computer science
- cooperative
- artificial intelligence