Prediction of Financial Markets Using Agent-Based Modeling with Optimization Driven by Statistical Evaluation of Historical Data.
Jana KocisováDenis HorváthTomás KasanickýJán Busa Jr.Published in: MMCP (2011)
Keyphrases
- historical data
- financial markets
- agent based modeling
- stock price
- predictive model
- financial time series
- stock market
- exchange rate
- data mining techniques
- social behavior
- social sciences
- optimization algorithm
- complex systems
- databases
- short term
- long term
- geographical information systems
- agent based models
- data mining
- risk management
- expert systems
- artificial intelligence