A simulation environment for volatility analysis of developed and in development markets

@article{Neto2011ASE,
  title={A simulation environment for volatility analysis of developed and in development markets},
  author={Paulo S. G. de Mattos Neto and Tiago Alessandro Esp{\'i}nola Ferreira and George D. C. Cavalcanti},
  journal={The 2011 International Joint Conference on Neural Networks},
  year={2011},
  pages={2450-2456}
}
In this paper, a simulation of intelligent agents is developed to recreate the environment of negotiation of stock markets. The focus is analyze the behavior of movement/ fluctuation of stock markets. This movement can be captured by a measure called volatility, which is the difference between two stock prices in distinct periods. It characterizes the sensibility of a market change in the world economy. The contributions of this work are three-fold: (i) a simulation of dynamics of stock markets… CONTINUE READING

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An Intelligent Agent to Classify Countries Based on Financial Indices

  • 2013 BRICS Congress on Computational Intelligence and 11th Brazilian Congress on Computational Intelligence
  • 2013
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Volatility analysis via coupled Wishart process

  • The 2013 International Joint Conference on Neural Networks (IJCNN)
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