Title :
Interactive inversion of financial markets agent-based models
Author :
Ashburn, T. ; Bonabeau, Eric
Author_Institution :
Icosystem Corp., Cambridge, MA, USA
Abstract :
Two financial markets examples illustrate how interactive evolutionary computation (IEC) can be used for agent-based model inversion. The first example shows that IEC can be used to discover a model that reproduces synthetic data generated with a very simple model. The second example applies IEC to the inversion of a more sophisticated agent-based model to reproduce real data from a specific market event.
Keywords :
evolutionary computation; multi-agent systems; stock markets; agent-based model inversion; financial market; interactive evolutionary computation; interactive inversion; Calibration; Decision making; Econometrics; Emergent phenomena; Evolutionary computation; History; Humans; IEC; Power system modeling; Stock markets;
Conference_Titel :
Evolutionary Computation, 2004. CEC2004. Congress on
Print_ISBN :
0-7803-8515-2
DOI :
10.1109/CEC.2004.1330901
