Multi-Agent Modelling of Trader Psychology

nur noch 3 lieferbar
  • Produktbeschreibung

    Multi-Agent Modelling of Trader Psychology

    Often, situations arise where the assumptions of perfect conditions do not hold. In these situations, a bottom-up approach is more useful, rather than the other way round. Hence, Agent-based modelling is quite an attractive approach to model highly complex and unpredictable elements, such as psychology and behaviour, in financial systems. The recent recession has urged economists and researchers to find new and more open techniques, whereby models are broken down into their constituents, and each constituent is modelled separately, allowing the users of the model to alter the model s applicability by changing the appropriate parameters, making these models very versatile. The model developed during this work has been labelled NABM and has been applied to Barclays stock which is traded on the FTSE 100 stock exchange. The NABM allows its user to study traders behaviour under different market circumstances. The NABM also models the stock price itself, which is influenced by a variety of factors. MATLAB has been used for all modelling and data analysis purposes.
  • Zusatzinformation

    LAP Lambert Academic Publishing
    ISBN / EAN
  • Sie könnten auch an folgenden Produkten interessiert sein

    Art.Nr. 1028277

    Reiß:Praxisbuch IT-Dokumentation

    Art.Nr. 1479181

    Ramirez Molina:Diseño de una arquitectu

    Art.Nr. 1459513

    Seibert,J.:Anwend.v.Semantic-Web Techn.

  • 0 Kundenmeinungen

    Schreiben Sie selbst eine Rezension

    Ihre Meinung interessiert uns – und hilft anderen Kunden bei der Auswahl.

    Wenn Sie dieses Eingabefeld sehen sollten, lassen Sie es leer!