Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: How to Identify Investor's types in real financial markets by means of
  agent based simulation   The paper proposes a computational adaptation of the principles underlying
principal component analysis with agent based simulation in order to produce a
novel modeling methodology for financial time series and financial markets.
Goal of the proposed methodology is to find a reduced set of investor s models
(agents) which is able to approximate or explain a target financial time
series. As computational testbed for the study, we choose the learning system L
FABS which combines simulated annealing with agent based simulation for
approximating financial time series. We will also comment on how L FABS s
architecture could exploit parallel computation to scale when dealing with
massive agent simulations. Two experimental case studies showing the efficacy
of the proposed methodology are reported.

34
The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
4
The categories of this paper are: cond-mat
2
The categories of this paper are: math
16
The categories of this paper are: stat
19
The categories of this paper are: eess
12
The categories of this paper are: nucl-th
5
The categories of this paper are: gr-qc
33
The categories of this paper are: plasm-ph
6
The categories of this paper are: astro-ph
29
The categories of this paper are: funct-an
0
The categories of this paper are: hep-ph
9
The categories of this paper are: nlin
37
The categories of this paper are: supr-con
23
The categories of this paper are: solv-int
36
The categories of this paper are: cmp-lg