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Case Study on Modeling the Silver and Nasdaq Financial Time Series with Simulated Annealing

  • Filippo Neri
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 746)

Abstract

This paper reports a case study on modeling the SPDR Silver Trust (SLV) and Nasdaq Composite Index timeseries by using a financial agent based system using simulated annealing. We show here how adding financial information to the modeling system can significantly improve the modeling results. The learning system LFABS, previously developed by the author, will be used as a testbed for the empirical evaluation of the proposed methodology on the two case studies.

Keywords

Agent based modeling Simulated annealing Financial markets SPDR Silver Trust SLV Nasdaq Composite Index time series 

Notes

Acknowledgements

The author would like to thank the anonymous reviewers and the editors for their specific and detailed comments which have helped to improve the final version of the paper. Any residual error in the paper is of course only my responsibility.

Supplementary material

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Department of Electrical Engineering and Information TechnologyUniversity of Naples Federico IINapoliItaly

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