DocumentCode
419042
Title
Interactive inversion of financial markets agent-based models
Author
Ashburn, T. ; Bonabeau, Eric
Author_Institution
Icosystem Corp., Cambridge, MA, USA
Volume
1
fYear
2004
fDate
19-23 June 2004
Firstpage
522
Abstract
Two financial markets examples illustrate how interactive evolutionary computation (IEC) can be used for agent-based model inversion. The first example shows that IEC can be used to discover a model that reproduces synthetic data generated with a very simple model. The second example applies IEC to the inversion of a more sophisticated agent-based model to reproduce real data from a specific market event.
Keywords
evolutionary computation; multi-agent systems; stock markets; agent-based model inversion; financial market; interactive evolutionary computation; interactive inversion; Calibration; Decision making; Econometrics; Emergent phenomena; Evolutionary computation; History; Humans; IEC; Power system modeling; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Evolutionary Computation, 2004. CEC2004. Congress on
Print_ISBN
0-7803-8515-2
Type
conf
DOI
10.1109/CEC.2004.1330901
Filename
1330901
Link To Document