Profit Analysis of Intelligent Agents with Various Psychology Trading Behaviors in the Financial Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 101 === Investor’s psychological biases effects the price movement in the financial market. This paper attempted to simulate the possible trading behaviors of the public investors in order to analyze its consequent impact on the financial market. In this paper﹐first...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53033590844486251625 |
| Summary: | 碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 101 === Investor’s psychological biases effects the price movement in the financial market. This paper attempted to simulate the possible trading behaviors of the public investors in order to analyze its consequent impact on the financial market.
In this paper﹐firstly, we used Monte Carlo Simulation to produce various trends of stock prices. And then﹐many group of agents with different behaviors traded in the artificial markets to achieve their investment goals. The behaviors of agents effected the price movements of the market. Finally, performance of various agents group can be evaluated by their final wealth.
By using the result of this research, investors can design their dominant strategies after acquiring the main behaviors and the market trends in the market.
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