A hybrid financial trading support system using multi-category classifiers and random forest
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بازیگران بازارهای مالی و سرمایه گذاران همواره با ریسک ها و مخاطرات ناشی از نوسانات بازار مواجه هستند. این نوسانات و عدم اطمینان از وضعیت آینده گاه باعث زیان های شدید به این بازیگران و حتی خروج آنان از بازار و عدم رغبت سایرین به ورود به این عرصه شده است. فعالان بازار از دیر باز به دنبال یافتن راه کارهایی برای مدیریت ریسک و به وجود آوردن سیستم معاملاتی و تعیین نقطه بهینه ورودو خروج و ایجاد آرامش معاملاتی بوده اند. شبیه سازی بازار سهام مصنوعی نوعی نگرش سیستماتیک معاملاتی می باشد که به شما می گوید چه مقدار از سرمایه معینی را در زمان مشخص برای معامله محصول مالی مشخص باید بکار گرفت و چه هنگام سرمایه گذاری باید پایان پذیرفته و سود شناسایی شود. شبیه سازی طی دو دهة اخیر با رشدی شتابان در علوم اجتماعی و اقتصاد مورد استفاده قرار گرفته است. روش شبیه سازی بازیگر مدار امکان ایجاد فضای مصنوعی برای تقابل و تعامل تعداد زیادی از بازیگران در محیط رایانه را فراهم میآورد. به عنوان مثال و بر همین اساس با توجه به مدلهای موجود در ادبیات این حوزه و ویژگیهای جدید، بازار سهام تهران شبیه سازی شده است. آزمونهای اولیه نشان میدهد که این مدل به خوبی توانسته است مشخصات آماری موجود در سری زمانی قیمتها و بازدهی های بازارهای بینالمللی و بازار سهام تهران را بازتولید نماید.
در این صفحه، تعداد 89 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع بازار سهام مصنوعی آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
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