Pattern-oriented agent-based modeling for financial market simulation

Chi Xu, Zheru Chi

Research output: Chapter in book / Conference proceedingConference article published in proceeding or bookAcademic researchpeer-review

4 Citations (Scopus)

Abstract

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 the agents obey simple rules but follow the behaviors of the neighbors closely. Both the market and the agents are made to evolve in an environment where Darwin's natural selection rules apply.
Original languageEnglish
Title of host publicationAdvances in Neural Networks - ISNN 2007 - 4th International Symposium on Neural Networks, ISNN 2007, Proceedings
Pages626-631
Number of pages6
EditionPART 1
Publication statusPublished - 24 Dec 2007
Event4th International Symposium on Neural Networks, ISNN 2007 - Nanjing, China
Duration: 3 Jun 20077 Jun 2007

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 1
Volume4491 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference4th International Symposium on Neural Networks, ISNN 2007
Country/TerritoryChina
CityNanjing
Period3/06/077/06/07

ASJC Scopus subject areas

  • Computer Science(all)
  • Biochemistry, Genetics and Molecular Biology(all)
  • Theoretical Computer Science

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