Ehrentreich Agent-Based Modeling
1. Auflage 2007
ISBN: 978-3-540-73879-4
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
The Santa Fe Institute Artificial Stock Market Model Revisited
E-Book, Englisch, 232 Seiten, Web PDF
Reihe: Economics and Finance (R0)
ISBN: 978-3-540-73879-4
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Agent-Based Modeling in Economics.- The Rationale for Agent-Based Modeling.- The Concept of Minimal Rationality.- Learning in Economics.- Replicating the Stylized Facts of Financial Markets.- The Santa Fe Institute Artificial Stock Market Model Revisited.- The Original Santa Fe Institute Artificial Stock Market.- A Suggested Modification to the SFI-ASM.- An Analysis of Wealth Levels.- Selection, Genetic Drift, and Technical Trading.- Summary and Future Research.




