Agent-Based Framework in Artificial Stock Market:Trading Strategy Based on the Risk Tolerance

摘要：

Artificial stock markets are models of real stock markets,designed with the aim to study market dynamics that including all individuals behaviors that related to the systems.The dynamics that want to be modeled in this study is about the investors risk tolerance,and which risk tolerance strategies that succeed in stock market trading.Based on the simulation of the model,different risk level will result in different profit or loss condition.And this model is able to proof the theory about the type of risk:the risk taker,risk averse,and risk indifferent.

作者: Wibowo,Maharani

作者单位: Institut Teknologi Bandung Maharani Wibowo,Institut Teknologi Bandung,Jl.Ganesha 10 Bandung West Java Indonesia 40132

会议类型: 国际会议

会议名称: PAN-PACIFIC CONFERENCE XXVI(“战略创新、协作融合泛太平洋管理学会第26届年会)

会议地点: 深圳

会议语种:英文

页码: 309-311

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）