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ISNN
2007
Springer

Pattern-Oriented Agent-Based Modeling for Financial Market Simulation

10 years 9 months ago
Pattern-Oriented Agent-Based Modeling for Financial Market Simulation
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.
Chi Xu, Zheru Chi
Added 08 Jun 2010
Updated 08 Jun 2010
Type Conference
Year 2007
Where ISNN
Authors Chi Xu, Zheru Chi
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