Financial Market Analysis of Bombay Stock Exchange using an Agent Based Model

Returns on stocks have traditionally been modelled by fitting a suitable statistical process to empirical returns. Studies on agent based models of stock market have been carried out by researchers, primarily on US markets. This paper analyzes the empirical features generated using historical data f...

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Veröffentlicht in:	International journal of computer applications 2010-01, Vol.8 (13), p.37-42
Hauptverfasser:	Kumar, PN, Seshadri, Rahul.G, Hariharan, A, Mohandas, VP
Format:	Artikel
Sprache:	eng
Schlagworte:	Bombay BSE Computer simulation Empirical analysis Intelligent agents Markets Raw materials Stock exchanges
Online-Zugang:	Volltext
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