61 search results - page 1 / 13 » Cognitive-Agent-Based Modeling of a Financial Market |
IAT
2009
IEEE
13 years 11 months ago
2009
IEEE
IAT
2009
IEEE
13 years 11 months ago
2009
IEEE
—We present some methodological lessons and thoughts inferred from a research we are making on a simulation of the Rungis Wholesale Market (in France) using cognitive agents. The...
ISNN
2007
Springer
13 years 10 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...
CI
2007
13 years 4 months ago
2007
JCP
2008
13 years 4 months ago
2008
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...