26 search results - page 1 / 6 » Dynamic Regimes of a Multi-agent Stock Market Model |
COMPLEX
2009
Springer
13 years 12 months 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...
ANOR
2005
13 years 5 months ago
2005
In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizi...
WCE
2007
13 years 6 months ago
2007
—this paper proposes a multi agent and fuzzy logic based DSS for stock market. This system will help investors of the stock market to take the correct buy/sell/hold decisions. Th...
CEC
2007
IEEE
13 years 11 months ago
2007
IEEE
— Static resources allocation problems have been widely studied. More recently some of this attention has changed to focus on dynamic problems, where problem specifications, con...
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...