2009

Conférence

AAMAS '09: Proceedings of The 8th International Conference on Autonomous Agents and Multiagent Systems - Volume 2 Pages 1345 - 1346

In this paper, we introduce a new model of the stock market. This model describes the behavioral and cognitive attitudes of the investor at the micro level and explains their effects on his decision making. A multi-agent based simulation is used to validate our model and to study the emergence of certain stock market phenomena at the macro level. The modelling and implementation details of our simulator will appear in the full version of the paper.

@inproceedings{kodia2009sismar,
  title={SiSMar: social multi-agent based simulation of stock market},
  author={Kodia, Zahra and Said, Lamjed Ben and Ghedira, Khaled},
  booktitle={Proceedings of The 8th International Conference on Autonomous Agents and Multiagent Systems-Volume 2},
  pages={1345--1346},
  year={2009}
}