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...
A method is described for real-time market intelligence and competitive analysis. News stories are collected online for a designated group of companies. The goal is to detect crit...
A task of a stock index prediction is presented in this paper. Several issues are considered. The data is gathered at the concerned stock market (NIKKEI) and two other markets (NAS...
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...