Multi agent simulation of artificial foreign exchange market

• Main Author: Maria Myrna Handoko.
• Other Authors: Ong Yew Soon
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Engineering::Computer science and engineering::Computer applications::Computers in other systems
• Online Access: http://hdl.handle.net/10356/17035
• Institution: Nanyang Technological University

Foreign exchange market is one of the largest and most liquid financial markets in the world. Traders trade 24 hours non-stop and it greatly affects foreign exchange rate volatility. In this study, a multi-agent system is built to simulate an artificial foreign exchange market approach to analyse ra...