• DocumentCode
    527862
  • Title

    Notice of Retraction
    Agent-based computational finance modeling approach

  • Author

    Tao, Q. ; Xu, F.

  • Author_Institution
    Sports Event Res. Center, Shanghai Univ. of Sport, Shanghai, China
  • Volume
    4
  • fYear
    2010
  • fDate
    10-12 Aug. 2010
  • Firstpage
    1943
  • Lastpage
    1947
  • Abstract
    Notice of Retraction

    After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.

    We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

    The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

    So far, approach of agent-based computational finance modeling Approach is one of most pop means of financial markets complex adaptive system modeling. But this modeling approach considers agent as a static model units, it can not reflect the emergence process in-depth, and how the agent build the financial markets complex adaptive system emergence phenomenon by gather, internal models and building blocks. This article attempts to look at agent properties of adaptation and evolutionary from a novel perspective. It extends and expands the concept of agent, and introduces concept of the mechanism. It considers emergent structure pattern of agents as dynamic mechanisms when agents are evolving and adapting ceaselessly. Finally, it proposes the universal theoretical framework of mechanism-based computing finance modeling method. And the theoretical framework is applied to the stock market modeling.
  • Keywords
    evolutionary computation; multi-agent systems; stock markets; agent-based computational finance modeling; building blocks; evolutionary computation; financial markets complex adaptive system modeling; internal models; mechanism-based computing finance modeling method; static model units; stock market modeling; universal theoretical framework; Adaptation model; Adaptive systems; Biological system modeling; Computational modeling; Finance; Stock markets; Transfer functions; Agent; Computional Finance; Emergence; Mechanism;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Natural Computation (ICNC), 2010 Sixth International Conference on
  • Conference_Location
    Yantai
  • Print_ISBN
    978-1-4244-5958-2
  • Type

    conf

  • DOI
    10.1109/ICNC.2010.5584681
  • Filename
    5584681