Multiagent Cooperative Search for Portfolio Selection
نویسندگان
چکیده
منابع مشابه
Multiagent Cooperative Search for Portfolio Selection
We present a new multiagent model for the multiperiod portfolio selec tion problem A system of cooperative agents divide initial wealth and follow individual worst case optimal investment strategies from random portfolios sharing their nal pro ts and losses The multiagent system achieves better average case performance than a single agent with the same initial wealth in a simple stochastic mark...
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We present a new multiagent model for the multiperiod portfolio selection problem. Individual agents receive a share of initial wealth, and follow an investment strategy that adjusts their portfolio as they observe movements of the market over time. The agents share their wealth at the end of the nal investment period. We show that a multiagent system can outperform a single agent that invests ...
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ژورنال
عنوان ژورنال: Games and Economic Behavior
سال: 2001
ISSN: 0899-8256
DOI: 10.1006/game.2000.0799