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Learning Financial Agent based Simulator: Simulated Annealing as an Optimizer for Simulation Parameters
| Content Provider | Semantic Scholar |
|---|---|
| Author | Neri, Filippo |
| Copyright Year | 2012 |
| Abstract | Integrating agent based modeling with machine learning results in a promising methodology to model the behavior of financial markets. We report in this paper an experimental study of our learning system L-FABS showing how it can acquire models for financial time series. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://wivace2012.ce.unipr.it/Papers/neri.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
