| Be Passive Or Not? (2008) | |||||||||||||||||
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| Techniques in financial engineering applied to decision making of investment management. However, they sometimes fail because of unpredictable phenomena in financial markets [1], [2], [6]. We are conducting research to uncover issues of financial markets through agent-based modeling. So far, we have reported on micro-macro links among agents and markets, investors' behaviors with various mental models, and risk management strategies of the firms [4], [5]. | |||||||||||||||||
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