MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES

DOI10.1142/S021952590100005XzbMath1058.91028MaRDI QIDQ4425249

Georg Zimmermann, Ralph Neuneier, Ralph Grothmann

Publication date: 2001

Published in: Advances in Complex Systems (Search for Journal in Brave)

zbMATH Keywords

neural networksforecasting

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches ⋮ Volatility, risk modeling and utility

Cites Work

• Agent-based computational finance: Suggested readings and early research

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