| Prosjekttittel: |
Agent-based stock market models
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| Organisasjon/Bedrift: |
HIØ
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| Kontaktperson(er): |
Ky Van Ha
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| Prosjektbeskrivelse: |
Returns on stock have traditionally been modelled by fitting a suitable statistical process to empirical returns.
In contrast the agent-based approach to stock market modeling considers stock prices as arising from the interaction
of a number of individual investors each trading with their own aims (typically to make a profit).
The agent-based approach considers a population of intelligent adaptive agents and lets them act in order to maximise their financial performance.
To date the agent-based approach has been used principally as an academic research tool and not as an aid to investment.
This project considers whether a particular agent-based stock market model is of use in addressing the specific practical
issue of how stock prices respond to the sale of a large volume of stocks. The project also considers the problems faced
in calibrating the model to stock returns found in real markets.
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| Hva gjør denne oppgaven nyttig/interessant? |
-
To create an ”investment” tool
- To use information technologies to financial problems
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| Evt. krav til studentenes forkunnskaper: |
Java programming
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| Evt. krav til spesielt utstyr (hardware/software): |
No
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| Annet: |
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