TY - GEN
T1 - Pattern-oriented agent-based modeling for financial market simulation
AU - Xu, Chi
AU - Chi, Zheru
PY - 2007/12/24
Y1 - 2007/12/24
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=37249092007&partnerID=8YFLogxK
M3 - Conference article published in proceeding or book
SN - 9783540723820
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 626
EP - 631
BT - Advances in Neural Networks - ISNN 2007 - 4th International Symposium on Neural Networks, ISNN 2007, Proceedings
T2 - 4th International Symposium on Neural Networks, ISNN 2007
Y2 - 3 June 2007 through 7 June 2007
ER -