Generating Robust Investment Strategies with Agent-Based Co-evolutionary System

نویسندگان

  • Rafal Drezewski
  • Jan Sepielak
  • Leszek Siwik
چکیده

Agent-based co-evolutionary systems seem to be convenient for modeling market-related behaviors, since they allow for defining competing and/or co-operating agents which can interact and communicate with each other and influence the environment and other agents. In the course of this paper the idea of utilizing of agent-based co-evolutionary approach for supporting decisions of financial investor through generating possible investment strategies is presented and experimentally verified.

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تاریخ انتشار 2008