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ISNN
2007
Springer
13 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
HICSS
2008
IEEE
144views Biometrics» more  HICSS 2008»
13 years 11 months ago
Stock Price Reactions to Investments in EAI and ERP: A Comparative Event Study
The study described in this paper contributes to the growing repository of event studies in the field of information technology (IT) research. The empirical results presented in t...
Narcyz Roztocki, Heinz Roland Weistroffer
COMPLEX
2009
Springer
13 years 11 months ago
Dynamic Regimes of a Multi-agent Stock Market Model
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...
Tongkui Yu, Honggang Li
BTW
2009
Springer
166views Database» more  BTW 2009»
13 years 11 months ago
TinTO: A Tool for View-Based Analysis of Stock Market Data Streams
: TinTO is an experimental system aiming at demonstrating the usefulness and feasibility of incrementally evaluated SQL queries for analyzing a wide spectrum of data streams. As ap...
Andreas Behrend, Christian Dorau, Rainer Manthey