Realistic Simulation of Financial Markets Analyzing Market Behaviors by the Third Mode of Science /

This book takes up unique agent-based approaches to solving problems related to stock and their derivative markets. Toward this end, the authors have worked for more than 15 years on the development of an artificial market simulator called U-Mart for use as a research and educational tool. A notewor...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Kita, Hajime (Editor ), Taniguchi, Kazuhisa (Editor ), Nakajima, Yoshihiro (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Tokyo : Springer Japan : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:Evolutionary Economics and Social Complexity Science, 4
Temas:
Macroeconomics.
Finance.
Econometrics.
Macroeconomics and Monetary Economics.
Financial Economics.
Quantitative Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Part I U-Mart System: The first test bed of the Third Mode of Science
  • 1 A Guided Tour of the Backside of Agent-Based Simulation
  • 2 Research on ABS and Artificial Market
  • 3 Building Artificial Markets for Evaluating Market Institutions and Trading Strategies
  • 4 A Perspective on the Future of the Smallest Big Project in the World
  • Part II Applications of Artificial Markets
  • 5 Evolution of Day Trade Agent Strategy by means of Genetic Programming with Machine Learning
  • 6 How to Estimate Market Maker Models in an Artificial Market
  • 7 The Effect of Resilience in Optimal Execution with Artificial Market Approach
  • 8 Observation of Trading Process, Exchange, and Market
  • Index.

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