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WorldCist'18 - 6th World Conference on Information Systems and Technologies

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Case study on modeling the Silver and Nasdaq financial time series with simulated annealing

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.

Filippo Neri
University of Naples Federico II


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