Multifractal time series analysis of positive-intelligence agent-based simulations of financial markets.

James R. Thompson James R. Wilson

Published in: WSC (2014)

Keyphrases

financial markets
agent based simulations
stock market
stock price
multi agent
market data
portfolio selection
artificial intelligence
technical indicators
risk management
portfolio theory
trading systems
agent based modeling
inter organizational
short term
long term
e learning
decision making