Sciweavers

23 search results - page 3 / 5
» Pattern-Oriented Agent-Based Modeling for Financial Market S...
Sort
View
75
Voted
JSAI
2001
Springer
15 years 1 months ago
Complexity of Agents and Complexity of Markets
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
Kiyoshi Izumi
IDEAL
2000
Springer
15 years 1 months ago
Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data
Abstract. In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared b...
Kiyoshi Izumi, Kazuhiro Ueda
CEC
2007
IEEE
15 years 3 months ago
ALPS evaluation in financial portfolio optimisation
— Hornby’s Age-Layered Population Structure claims to reduce premature convergence in Evolutionary Algorithms. We provide the first evaluation of ALPS on a realworld problem ...
Suneer Patel, Christopher D. Clack
IJIT
2004
14 years 11 months ago
Application of Neural Networks in Financial Data Mining
This paper deals with the application of a well-known neural network technique, multi-layer back-propagation (BP) neural network, in financial data mining. A modified neural networ...
Defu Zhang, Qingshan Jiang, Xin Li
WSC
2000
14 years 10 months ago
A real options design for quality control charts
We develop a financial model for a manufacturing process where quality can be affected by an assignable cause. We evaluate the options associated with applying a statistical proce...
Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan