23 search results - page 2 / 5 » Agent-Based Stock Trader |
ORL
2011
13 years 17 days ago
2011
We consider the problem of stock repurchase over a finite time horizon. We assume that a firm has a reservation price for the stock, which is the highest price that the firm is ...
ISNN
2007
Springer
13 years 11 months ago
2007
Springer
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 t...
IWLCS
2001
Springer
13 years 10 months ago
2001
Springer
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
AUSDM
2006
Springer
13 years 9 months ago
2006
Springer
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that...
COMPLEX
2009
Springer
14 years 6 days ago
2009
Springer
This paper presents a stochastic multi-agent model of stock market. The market dynamics include switches between chartists and fundamentalists and switches in the prevailing opinio...