Generating robust investment strategies with agent-based co-evolutionary system

被引：0
|
作者：
Drezewski, Rafal [1 ]
Sepielak, Jan [1 ]
Siwik, Leszek [1 ]
机构：
[1] AGH Univ Sci & Technol, Dept Comp Sci, Krakow, Poland
来源：
COMPUTATIONAL SCIENCE - ICCS 2008, PT 3 | 2008年 / 5103卷
关键词：
D O I：
暂无
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
Agent-based co-evolutionary systems seem to be convenient for modeling market-related behaviors, since they allow for defining competing and/or co-operating agents which can interact and communicate with each other and influence the environment and other agents. In the course of this paper the idea of utilizing of agent-based co-evolutionary approach for supporting decisions of financial investor through generating possible investment strategies is presented and experimentally verified.
引用
收藏
页码：664 / 673
页数：10
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