Interactive estimation of agent-based financial markets models

200514 citationsJournal Article

Authors

Eric Bonabeau · Icosystem (United States)

Abstract

Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting the computer learn user preferences.

Topics & Keywords

Complex Systems and Time Series Analysis Stock Market Forecasting Methods Financial Markets and Investment Strategies

Publication Details

DOI: 10.1145/1068009.1068330

Field-Weighted Citation Impact: 3.39

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Interactive estimation of agent-based financial markets models

Authors

Abstract

Topics & Keywords

Publication Details