Multi-agent modeling of stock market with multiple trading strategies

被引：0

作者：

Xu, Chi ^{[1
]}

Zhao, Xiaoyu ^{[1
]}

Chi, Zheru ^{[1
]}

机构：

[1] Hong Kong Polytech Univ, Elect & Informat Engn Dept, Kowloon, Hong Kong, Peoples R China

来源：

PROCEEDINGS OF THE INTERNATIONAL CONFERENCE INFORMATION COMPUTING AND AUTOMATION, VOLS 1-3 | 2008年

关键词：

multi-agent modeling; artificial neural networks; genetic algorithm; fuzzy logic control;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The artificial intelligence and information discovery technologies are applied to construct the intelligent agents for SF-ASM. The moves of agents in the market compose a complicated interaction with a collection of relatively autonomous entities with no central control. The important features in an actual financial market can be quantitatively replicated, in which trading volume volatility and market price dynamics are favorably persistent.

引用

页码：333 / 336

页数：4

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