Testing price prediction models in dynamically configurable artificial stock market

被引:0
|
作者
Malik, S [1 ]
Ahmad, U [1 ]
Ali, A [1 ]
Abbasi, F [1 ]
Rauf, F [1 ]
机构
[1] NUST Inst Informat Technol, Rawalpindi, Pakistan
关键词
agent-based computing; artificial testing environment; evolutionary computations; price prediction models;
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
Professionals extensively analyze financial markets in order to make profitable trading strategies, resulting from the Price Prediction models. We hypothesize that artificial markets can effectively be used to provide a real-time testing environment for the Price prediction models. Much attention has not been paid to changing market conditions during the simulation. We develop an environment that effectively imitates the real world, by making Artificial Market dynamically configurable during the simulation. Flexibility is provided to change market composition and agent behavior during the run. It thus provides an Artificial testing environment for profitability measurement of numerous prediction models that are being developed continuously around the globe. We also extend standard interfaces for embedding a prediction model in an Artificial Trader. This Market shall extend the usability and effectiveness of Agent based simulation environments to new levels.
引用
收藏
页码:671 / 677
页数:7
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