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ISNN
2007
Springer
10 years 10 months ago
Pattern-Oriented Agent-Based Modeling for Financial Market Simulation
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...
Chi Xu, Zheru Chi
MATES
2009
Springer
10 years 10 months ago
Towards Pattern-Oriented Design of Agent-Based Simulation Models
Abstract. The formalization and use of experiences in good model design would make an important contribution to increasing the efficiency of modeling as well as to supporting the k...
Franziska Klügl, Lars Karlsson
ICCSA
2003
Springer
10 years 9 months ago
Complex Dynamics and Financial Fragility in an Agent Based Model
In this paper, we model an agent-based economy in which heterogeneous agents (firms and a bank) interact in the financial markets. The heterogeneity is due to the balance sheet ...
Mauro Gallegati, Gianfranco Giulioni, Nozomi Kichi...
ATAL
2007
Springer
10 years 10 months ago
Socially embedded multi agent based simulation of financial market
This paper proposed a new approach that integrated an artificial market simulation and text-mining with real information. In this approach, economic trends were extracted from te...
Kiyoshi Izumi, Hiroki Matsui, Yutaka Matsuo
IAT
2009
IEEE
10 years 10 months ago
Cognitive-Agent-Based Modeling of a Financial Market
Célia da Costa Pereira, Alessia Mauri, Andr...
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