Agent-based modeling : the Santa Fe Institute artificial stock market model revisited /
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the fittes...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin ; New York :
Springer,
©2008.
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Colección: | Lecture notes in economics and mathematical systems ;
602. |
Temas: | |
Acceso en línea: | Texto completo |