Agent-based Modelling for Optimal Trading Decisions
نویسندگان
چکیده
1. Introduction Economy can be thought as a complex system where aggregate behaviour is determined by the interaction between individuals at the micro level [1]. This paper presents an overview of the rapidly growing field of Agent-based Modelling (ABM) that seeks to explain and forecast market price movements using a bottom-up approach. Extensive literature reviews can be found elsewhere [2-4]; we focus on the practical issues in adapting ABM as a tool in investing.
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تاریخ انتشار 2004