61 search results - page 1 / 13 » Cognitive-Agent-Based Modeling of a Financial Market |
75
Voted
IAT
2009
IEEE
15 years 7 months ago
2009
IEEE
80
Voted
IAT
2009
IEEE
15 years 7 months ago
2009
IEEE
—We present some methodological lessons and thoughts inferred from a research we are making on a simulation of the Rungis Wholesale Market (in France) using cognitive agents. The...
103
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ISNN
2007
Springer
15 years 6 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...
65
Voted
CI
2007
15 years 12 days ago
2007
100
Voted
JCP
2008
15 years 11 days ago
2008
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...