Advanced financial market simulation based on intelligent agents and cloud technology
Advanced financial market simulation based on intelligent agents and cloud technology
批准号:
429108-2011
负责人:
Watt, Stephen
金额:
$18.21万
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
项目状态:
已结题
起止时间:
2012-01-01 至 2013-12-31
中文摘要
当前的商业股票市场模拟器基于实时或历史股票市场数据进行操作。这些系统不能应用于两种重要情况,即(1)探索预期市场状况的情景和(2)考虑当前参与者在模拟市场中的行为。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预示金融市场的未来状况和结果。近年来就出现了这种情况,全球金融市场史无前例的波动不会通过回放历史数据来模拟。本课题探讨了构建金融交易模拟测试环境的研究问题。
英文摘要
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
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Advanced financial market simulation based on intelligent agents and cloud technology
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批准号:429108-2011
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项目类别:College - University Idea to Innovation Grants
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资助金额:$18.21万
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Compiler middleware for optimizing evolving programming languages
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批准号:257855-2002
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项目类别:Strategic Projects - Group
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资助金额:$11.87万
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财政年份:2004
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资助金额:$2.26万
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资助金额:$11.87万
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