Advanced financial market simulation based on intelligent agents and cloud technology

基于智能代理和云技术的高级金融市场模拟

• 批准号: 429108-2011
• 负责人: Watt, Stephen
• 金额: $ 18.21万
• 依托单位: University of Western Ontario
• 依托单位国家: 加拿大
• 项目类别: College - University Idea to Innovation Grants
• 财政年份: 2012
• 资助国家: 加拿大
• 起止时间: 2012-01-01 至 2013-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=512030
• 关键词: Advanced; financial; market; simulation; based

Current commercial stock market simulators operate based on real time or historical stock market data. These systems cannot be applied in two important situations, namely (1) exploring scenarios of anticipated market conditions and (2) accounting for the current participant's actions in the market under simulation. Current systems are used in development of trading strategies to simulate how specific models will perform on live financial markets. However, performance based on past historical data has proven not to be an indication of future conditions and results in the financial markets. This has been seen in recent years where the unprecedented volatility of the global financial markets would not be simulated by replaying historical data. This project explores the research questions in building a simulated environment to test financial trading

当前的商业股票市场模拟器基于真实的时间或历史股票市场数据操作。这些系统不能应用于两种重要的情况，即（1）探索预期市场条件的情景和（2）在模拟市场中对当前参与者的行为进行会计处理。目前的系统用于开发交易策略，以模拟特定模型在实时金融市场上的表现。然而，基于过去历史数据的表现已被证明不能反映金融市场的未来状况和结果。近年来，全球金融市场前所未有的波动无法通过回放历史数据来模拟。本计画探讨建立模拟金融交易环境之研究问题