Artificial Stock Markets
Mostrando 1-3 de 3 artigos, teses e dissertações.
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1. INFORMATION TOKEN DRIVEN MACHINE LEARNING FOR ELECTRONIC MARKETS: PERFORMANCE EFFECTS IN BEHAVIORAL FINANCIAL BIG DATA ANALYTICS
ABSTRACT Conjunct with the universal acceleration in information growth, financial services have been immersed in an evolution of information dynamics. It is not just the dramatic increase in volumes of data, but the speed, the complexity and the unpredictability of ‘big-data’ phenomena that have compounded the challenges faced by researchers and practit
JISTEM J.Inf.Syst. Technol. Manag.. Publicado em: 2017-12
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2. Analisando flutuações de um mercado financeiro artificial baseado na expectativa de riqueza dos agentes / Analyzing fluctuations of an artificial financial market based on expected wealth of agents
Esta dissertação apresenta uma proposta de modelo de mercado financeiro artificial que reproduz séries de retornos com propriedades estatísticas universais semelhantes às observadas em séries reais. Dentre as propriedades, também chamadas de fatos estilizados na Economia, as séries artificiais de retornos exibiram ausência de autocorrelação para o
Publicado em: 2009
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3. O uso de redes neurais artificiais na previsÃo de tendÃncias no mercado de aÃÃes
Stock markets are considered a high return investment option, dominated by uncertainty and volatility. The forecast of the movement of that market is a difficult task, because is influenced by many economical, political and even psychological factors. The traditional statistical methods and the known analysis (technical and fundamental) are not capable to id
Publicado em: 2006