2011

Journal

Revue d'intelligence artificielle, 25(1), 83-107.

This paper explores the dynamics of stock market from a behavioral perspective using
a multi-agent simulation. The aim of this paper is to study the behavior of investors in the stock
market to find a model as close as possible to reality. The main problem is to understand,
through a novel model which includes behavioral and cognitive attitudes of the investor, the
running of the market and determine the sources of his complexity. Simulation experiments are
being performed to observe stylized facts of the financial time series. These experiments show
that representing a behavioral model allows to observe emergent socio-economic phenomena.

@article{kodia2011simulation,
  title={Simulation comportementale {\`a} base d'agents de la dynamique du march{\'e} boursier: Mod{\`e}le cognitif de l'investisseur},
  author={Kodia, Zahra and Said, Lamjed Ben and Gh{\'e}dira, Khaled},
  journal={Revue d'intelligence artificielle},
  volume={25},
  number={1},
  pages={83--107},
  year={2011}}