The Multi-Agent System for Prediction of Financial Time Series

DOI10.1007/11785231_68MaRDI QIDQ3511192zbMATH OpenOpenAlexFDO

Authors Indrė Žliobaitė, Šarūnas Raudys

Publication date 8 July 2008

Published in Artificial Intelligence and Soft Computing – ICAISC 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11785231_68

zbMATH Keywords

classificationdimensionalityforecastingsliding windowtraining

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)

Recommendations

• Application of multi-agent games to the prediction of financial time series
• Artificial Intelligence and Soft Computing - ICAISC 2004
• Intelligent financial time series forecasting: a complex neuro-fuzzy approach with multi-swarm intelligence
• Multiagent Bayesian forecasting of structural time-invariant dynamic systems with graphical models
• scientific article; zbMATH DE number 2120027

Cited in

(8)

• Distributed investment decisions and forecasting errors: an analysis based on a multi-agent simulation model
• A multi-agent system for on-line modelling, parsing and prediction of discrete time series data
• Artificial Intelligence and Soft Computing - ICAISC 2004
• scientific article; zbMATH DE number 2120027 (Why is no real title available?)
• Multi-agent System Approach to React to Sudden Environmental Changes
• Application of multi-agent games to the prediction of financial time series
• Multiagent Bayesian forecasting of structural time-invariant dynamic systems with graphical models
• Fuzzy control of singular fractional order multi-agent systems with actuator saturation

This page was built for publication: The Multi-Agent System for Prediction of Financial Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3511192)