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Zahra Arani Member since: Tue, Feb 24, 2015 at 07:12 AM Full Member

Thorben Jensen Member since: Tue, Feb 24, 2015 at 12:59 PM

M. Sc.

valencia_kro Member since: Mon, Jan 19, 2009 at 04:23 AM Full Member

Andrea Scalco Member since: Tue, Feb 24, 2015 at 03:31 PM

Ph.D. Student

The Ph.D. research project is mainly focused on the study of the influence of emotional intelligence inside decision-making processes and on the social and emotional aspects of organizations.Furthermore, the research has taken into account the generative science paradigm: in this way, the general aim is the development of social simulations able to account organizational processes related with emotions and with the emotional intelligence from the bottom-up.

Uzair Ahmad Member since: Thu, Feb 26, 2015 at 09:35 AM

PhD, MIT

Complex Adaptive Systems, Data Analytics and Visualization

Christine Ornetsmuller Member since: Thu, Feb 26, 2015 at 12:47 PM

Talal Alsulaiman Member since: Fri, Feb 27, 2015 at 04:10 AM

Bachelor of Science in Systems Engineering, Master of Science in Industrial Engineering, Master of Science in Financial Engineering

In this paper, we explore the dynamic of stock prices over time by developing an agent-based market. The developed artificial market comprises of heterogeneous agents occupied with various behaviors and trading strategies. To be specific, the agents in the market may expose to overconfidence, conservatism or loss aversion biases. Additionally, they may employ fundamental, technical, adaptive (neural network) strategies or simply being arbitrary agents (zero intelligence agents). The market has property of direct interaction. The environment takes the form of network structure, namely, it takes the manifestation of scale-free network. The information will flow between the agents through the linkages that connect them. Furthermore, the tax imposed by the regulator is investigated. The model is subjected to goodness of fit to the empirical observations of the S\&P500. The fitting of the model is refined by calibrating the model parameters through heuristic approach, particularly, scatter search. Conclusively, the parameters are validated against normality, absence of correlations, volatility cluster and leverage effect using statistical tests.

Roxanne Beltran Member since: Sun, Mar 01, 2015 at 05:36 AM

BSc

Matus Halas Member since: Thu, Mar 05, 2015 at 01:57 PM Full Member

Ph.D.

Isaac Afram Member since: Thu, Mar 05, 2015 at 04:32 PM Full Member

Displaying 10 of 2500 results

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