Finance and Financial Management Commons^™

An Agent-Based Commodity Trading Simulation, Shih-Fen Cheng, Yee Pin Lim

Research Collection School Of Computing and Information Systems

In this paper, an event-centric commodity trading simulation powered by the multiagent framework is presented. The purpose of this simulation platform is for training novice traders. The simulation is progressed by announcing news events that affect various aspects of the commodity supply chain. Upon receiving these events, market agents that play the roles of producers, consumers, and speculators would adjust their views on the market and act accordingly. Their actions would be based on their roles and also their private information, and collectively they shape the market dynamics. This simulation has been effectively deployed for several training sessions. We will …

House Of Cards, M. Thulasidas

Research Collection School Of Computing and Information Systems

We are in dire straits - no doubt about it. Our banks and financial edifices are collapsing. Those left standing also look shaky. The financial industry as a whole is battling to survive. And, as its frontline warriors, we will bear the brunt of the blood- bath sure to ensue any minute now. A good opportunity to play solitaire?

New Algorithms For Optimal Portfolio Selection, Tanja Magoc

Open Access Theses & Dissertations

Over the past four thousand years, numerous techniques have been developed and used to address problems in Finance. These techniques include simple arithmetic calculations and probabilistic methods as well as intelligent systems techniques such as neural networks, genetic algorithms, multi-agent systems, and support vector machines. The techniques have been developed to accurately and quickly collect, validate, analyze, and integrate data that change dynamically.

The particular problem that we address in this Dissertation is the construction of efficient algorithms for the problem of an optimal portfolio selection, that is, algorithms that would accurately and in real time determine the best distribution …

Chaos And Uncertainty, M. Thulasidas

Research Collection School Of Computing and Information Systems

The end of 2008 in the finance industry can be summarized in two words – chaos and uncertainty. The subprime crisis, where everybody lost; the dizzying commodity price movements; the pink slip syndrome; the spectacular bank busts; and the gargantuan bail-outs all vouch for it.