Pattern-oriented agent-based modeling for financial market simulation

被引：0
|
作者：
Xu, Chi [1 ]
Chi, Zheru [1 ]
机构：
[1] Hong Kong Polytech Univ, Dept Elect & Informat Engn, Kowloon, Hong Kong, Peoples R China
来源：
ADVANCES IN NEURAL NETWORKS - ISNN 2007, PT 1, PROCEEDINGS | 2007年 / 4491卷
关键词：
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：
The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while the agents obey simple rules but follow the behaviors of the neighbors closely. Both the market and the agents are made to evolve in an environment where Darwin's natural selection rules apply.
引用
收藏
页码：626 / +
页数：3
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