Analyzing the influence of Value at Risk on financial markets through agent-based modeling.

Hiroshi Takahashi

Published in: Int. J. Knowl. Based Intell. Eng. Syst. (2013)

Keyphrases

agent based modeling
financial markets
risk management
portfolio theory
investment strategies
portfolio selection
stock market
stock price
social behavior
complex systems
social sciences
agent based models
trading systems
machine learning
decision support system
geographical information systems
multi agent systems