Interactive estimation of agent-based financial markets models: Modularity and learning

被引:0
|
作者
Ecemis, Ihsan [1 ]
Bonabeau, Eric [1 ]
Ashburn, Trent [1 ]
机构
[1] CoalesiX, Cambridge, MA 02138 USA
关键词
agent-based modeling; interactive evolution;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting the computer learn user preferences.
引用
收藏
页码:1897 / 1904
页数:8
相关论文
共 50 条
  • [1] Interactive estimation of agent-based financial markets models
    Ecemis, I
    Bonabeau, E
    Ashburn, T
    [J]. Proceedings of the 8th Joint Conference on Information Sciences, Vols 1-3, 2005, : 845 - 848
  • [2] Interactive inversion of financial markets agent-based models
    Ashburn, T
    Bonabeau, E
    [J]. CEC2004: PROCEEDINGS OF THE 2004 CONGRESS ON EVOLUTIONARY COMPUTATION, VOLS 1 AND 2, 2004, : 522 - 529
  • [3] Effects of modularity in financial markets on an agent-based model
    Hongseok Kim
    Seunghwan Kim
    Gabjin Oh
    [J]. Journal of the Korean Physical Society, 2012, 60 : 599 - 603
  • [4] Effects of Modularity in Financial Markets on an Agent-based Model
    Kim, Hongseok
    Kim, Seunghwan
    Oh, Gabjin
    [J]. JOURNAL OF THE KOREAN PHYSICAL SOCIETY, 2012, 60 (04) : 599 - 603
  • [5] Agent-based models of financial markets
    Samanidou, E.
    Zschischang, E.
    Stauffer, D.
    Lux, T.
    [J]. REPORTS ON PROGRESS IN PHYSICS, 2007, 70 (03) : 409 - 450
  • [6] Linking agent-based models and stochastic models of financial markets
    Feng, Ling
    Li, Baowen
    Podobnik, Boris
    Preis, Tobias
    Stanley, H. Eugene
    [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2012, 109 (22) : 8388 - 8393
  • [7] Active and passive learning in agent-based financial markets
    LeBaron B.
    [J]. Eastern Economic Journal, 2011, 37 (1) : 35 - 43
  • [8] Direct comparison of agent-based models of herding in financial markets
    Barde, Sylvain
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2016, 73 : 329 - 353
  • [9] Estimation of an agent-based model of investor sentiment formation in financial markets
    Lux, Thomas
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2012, 36 (08): : 1284 - 1302
  • [10] Price return autocorrelation and predictability in agent-based models of financial markets
    Challet, D
    Galla, T
    [J]. QUANTITATIVE FINANCE, 2005, 5 (06) : 569 - 576