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Multi-Agent Modelling of Trader Psychology


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description

Often, situations arise where the assumptions of ‘perfect’ conditions do not hold. In these situations, a bottom-up approach is more useful, rather than the other way round. Hence, Agent-based modelling is quite an attractive approach to model highly complex and unpredictable elements, such as psychology and behaviour, in financial systems. The recent recession has urged economists and researchers to find new and more open techniques, whereby models are broken down into their constituents, and each constituent is modelled separately, allowing the users of the model to alter the model’s applicability by changing the appropriate parameters, making these models very versatile. The model developed during this work has been labelled NABM and has been applied to Barclays stock which is traded on the FTSE 100 stock exchange. The NABM allows its user to study traders’ behaviour under different market circumstances. The NABM also models the stock price itself, which is influenced by a variety of factors. MATLAB has been used for all modelling and data analysis purposes.

Product Specifications
SKU :COC93836
AuthorSanchit Gupta
Number of Pages72
Publishing Year2011-08-29T00:00:00.000
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-08-14 00:00:00