Agent Based Model for Cardinality Constrained Portfolio Selection Problem: Preliminary Results

Abstract

This paper presents a multi-agent model for the portfolio selection problem in presence of cardinality restriction on the number of stocks to be held in the portfolio. A system of agents divides the initial wealth and follows individual investment strategies starting with pseudo-random portfolios. Periodically, the agents share information about their… (More)
DOI: 10.1109/HICSS.2009.563

9 Figures and Tables

Topics

  • Presentations referencing similar topics