61 search results - page 2 / 13 » Cognitive-Agent-Based Modeling of a Financial Market |
APVIS
2004
13 years 6 months ago
2004
This paper explores visualisation of a simplified model of a financial market, known as the Minority Game, using a computer game modification (mod) as a medium. The purpose of thi...
EVOW
2009
Springer
13 years 11 months ago
2009
Springer
Two independent evolutionary modeling methods, based on fuzzy logic and neural networks respectively, are applied to predicting trend reversals in financial time series, and their...
GECCO
2005
Springer
13 years 10 months ago
2005
Springer
Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting t...
JSAI
2001
Springer
13 years 9 months ago
2001
Springer
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
ICIS
2001
13 years 6 months ago
2001
Previous research suggests that a decline in transactions costs leads to improved economic efficiency. In this paper,weshowthatsuchadeclinewillintroduceincreasinglyuninformedconsu...