International Conference Papers

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Author: search.filters.author.Ahmed-Nacer, Mohamed

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    OVERHEARING IN FINANCIAL MARKETS: A Multi-agent Approach
    (SciTePress Science and Technology Publications, 2011) Hedjazi Dellal, Badiâa; Aknine, Samir; Ahmed-Nacer, Mohamed; Benatchba, Karima
    Open complex systems as financial markets evolve in a highly dynamic and uncertain environment. They are often subject to significant fluctuations due to unanticipated behaviours and information. Modelling and simulating these systems by means of agent systems, i.e., through artificial markets is a valuable approach. In this article, we present our model of asynchronous artificial market consisting of a set of adaptive and heterogeneous agents in interaction. These agents represent the various market participants (investors and institutions). Investor Agents have advanced mental models for ordinary investors which do not relay on fundamental or technical analysis methods. On one hand, these models are based on the risk tolerance and on the other hand on the information gathered by the agents. This information results from overhearing influential investors in the market or the order books. We model the system through investor agents using learning classifier systems as reasoning models. As a result, our artificial market allows the study of overhearing impacts on the market. We also present the experimental evaluation results of our model.
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    A generic formal model for fission of modalities in output multi-modal interactive systems
    (2009) Mohand Oussaïd, Linda; Ait Ameur, Yamine; Ahmed-Nacer, Mohamed
    Output multi-modal human-machine interfaces combine semantically output medias and modalities in order to increase interaction machine capabilities. The aim of this paper is to present a formal model supporting formal specifications of output multi-modal interactive systems. As a consequence, the expected usability and robustness properties can be expressed and checked. This paper proposes a generic model which permits to specify the output multimodal interfaces following the CASE design space.