Community

Aashis Joshi Member since: Wednesday, July 01, 2020 Full Member

Aashis Joshi Member since: Sunday, November 22, 2020 Full Member

Joshua Watts Member since: Wednesday, October 22, 2014 Full Member Reviewer

Mitali Yeshwant Joshi Member since: Monday, December 16, 2019 Full Member

Doctoral Fellow at LEMA research group, Urban and Environmental Engineering (UEE), University of Liege

T Liu Member since: Friday, April 04, 2014

T Gok Member since: Tuesday, October 04, 2016

T. Dong Member since: Friday, April 13, 2018 Full Member

T O'Shea Member since: Monday, November 20, 2017

BSc. Physical Geography, MSc. Geophysical Hazards, PGCE Secondary Education [Physics]

Ph.D. Hydrodynamics & Complex System Analysis

Talal Alsulaiman Member since: Friday, February 27, 2015

Bachelor of Science in Systems Engineering, Master of Science in Industrial Engineering, Master of Science in Financial Engineering

In this paper, we explore the dynamic of stock prices over time by developing an agent-based market. The developed artificial market comprises of heterogeneous agents occupied with various behaviors and trading strategies. To be specific, the agents in the market may expose to overconfidence, conservatism or loss aversion biases. Additionally, they may employ fundamental, technical, adaptive (neural network) strategies or simply being arbitrary agents (zero intelligence agents). The market has property of direct interaction. The environment takes the form of network structure, namely, it takes the manifestation of scale-free network. The information will flow between the agents through the linkages that connect them. Furthermore, the tax imposed by the regulator is investigated. The model is subjected to goodness of fit to the empirical observations of the S\&P500. The fitting of the model is refined by calibrating the model parameters through heuristic approach, particularly, scatter search. Conclusively, the parameters are validated against normality, absence of correlations, volatility cluster and leverage effect using statistical tests.

Francisco Rodes Member since: Wednesday, January 31, 2018

Bachelor's Degree in Industrial Engineering, Master's Degree in Industrial Engineering and Management

As a Master’s Thesis student, I am intended to apply Artificial Intelligence to an already existing model with the aim of making it more accurate.

Even though I do not have the focus point and the scope of the research clear yet, the road map is set to start from a very simple model to validate the technology and methodology used and then continue with more abitiuos projects.

I like the co-operation that I have found in this space and I think that I could both learn a lot from the community and add value with my novel trials and findings.

Of course I would be pleased to update the status of my project and I would try to help if I have the proper knowledge or different angle to other peers who seek for seconds opinions.

Thank you,
Francisco

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