Artificial financial market. Risk analysis approach

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dc.contributor.authorHedjazi Dellal, Badiâa
dc.contributor.authorAknine, Samir
dc.contributor.authorBenatchba, Karima
dc.date.accessioned2015-09-02T12:49:55Z
dc.date.available2015-09-02T12:49:55Z
dc.date.issued2015
dc.description.abstractFinancial market is in constant confrontation with various financial risks. These contribute to market instabilities, financial crises and substantial losses for investors. To effectively manage these risks, we should understand the complexity of the market due to its evolution in an uncertain environment. This is possible through multi-agent modeling and simulation while taking into consideration risk indicators. We, propose, in this paper, to model a financial market simulation system using a multi-agent model, where agents represent the different market participants. The reasoning model of our agents is based on different risk indicators. We use the classifier systems as reasoning and learning model for the cognitive agents of our system. This system is a decision tool dedicated to managers or experts wanting to analyze and understand through the behaviour of the different participants, the evolution of the global dynamics of the market and the influence of the different risk factors on the market and on the various categories of market participants.fr_FR
dc.identifier.isrnISRN CERIST- DSISM/RR--15-000000020--DZfr_FR
dc.identifier.urihttp://dl.cerist.dz/handle/CERIST/767
dc.publisherCERIST
dc.relation.ispartofRapports de recherche internes
dc.relation.placeAlger
dc.structureAnalyse et modélisation de systèmes pour l'aide à la décisionfr_FR
dc.subjectFinancial Marketfr_FR
dc.subjectFinancial Riskfr_FR
dc.subjectMulti-Agent Systemfr_FR
dc.subjectClassifier Systemfr_FR
dc.subjectModelingfr_FR
dc.subjectSimulationfr_FR
dc.titleArtificial financial market. Risk analysis approachfr_FR
dc.typeTechnical Report
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