2010

Conférence

Proc. of 9th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2010), 2010. pp. 1565-1566, Toronto Canada.

This paper introduces a new conceptual model representing the stock market dynamics. This model is essentially based on cognitive behavior of the investors. In order to validate our model, we build an artificial stock market simulation based on agent-oriented methodologies. The purpose of this simulation is to understand the influence of psychological character of an investor and its neighborhood on its decision-making and their impact on the market in terms of price fluctuations. Interactions between investors and information exchange during a transaction reproduce the market dynamics and organize the multi-agent based pricing.

@inproceedings{kodia2010towards,
  title={Towards a new cognitive modeling approach for multi-agent based simulation of stock market dynamics},
  author={Kodia, Zahra and Said, Lamjed Ben and Ghedira, Khaled},
  booktitle={Proceedings of the 9th International Conference on Autonomous Agents and Multiagent Systems: volume 1-Volume 1},
  pages={1565--1566},
  year={2010}
}