61 search results - page 3 / 13 » Cognitive-Agent-Based Modeling of a Financial Market |
HICSS
2003
IEEE
13 years 10 months ago
2003
IEEE
As financial markets are volatile and rapidly changing, preciseness and agility in price evaluation and risk assessment in the portfolios are more important and decision support s...
ICANN
2001
Springer
13 years 9 months ago
2001
Springer
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
IDEAL
2000
Springer
13 years 9 months ago
2000
Springer
Abstract. In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared b...
ICDIM
2007
IEEE
13 years 11 months ago
2007
IEEE
Recently, by changing business circumstances, financial institutes have become interested in customer relationship management (CRM) in order to obtain continuous profit and to kee...
KDD
2009
ACM
14 years 5 months ago
2009
ACM
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...