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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 |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin ; New York :
Springer,
©2008.
|
| Colección: | Lecture notes in economics and mathematical systems ;
602. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Ehrentreich, Norman. | |
| 245 | 1 | 0 | |a Agent-based modeling : |b the Santa Fe Institute artificial stock market model revisited / |c Norman Ehrentreich. |
| 260 | |a Berlin ; |a New York : |b Springer, |c ©2008. | ||
| 300 | |a 1 online resource (xvi, 230 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Lecture notes in economics and mathematical systems, |x 0075-8442 ; |v 602 | |
| 504 | |a Includes bibliographical references (pages 195-225) and index. | ||
| 505 | 0 | |a Front Matter; Introduction; The Rationale for Agent-Based Modeling; The Concept of Minimal Rationality; Learning in Economics; Replicating the Stylized Facts of Financial Markets; 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; Appendix; Back Matter. | |
| 520 | |a 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 fittest trading rules will survive. Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based community. This has led to various misinterpretations of previous simulation results. The book is able to finally establish the. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Evolutionary economics. | |
| 650 | 0 | |a Rational expectations (Economic theory) | |
| 650 | 0 | |a Equilibrium (Economics) |x Econometric models. | |
| 650 | 0 | |a Financial engineering. | |
| 650 | 6 | |a Théorie de l'évolution économique. | |
| 650 | 6 | |a Ingénierie financière. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Theory. |2 bisacsh | |
| 650 | 0 | 7 | |a Equilibrium (Economics) |x Econometric models. |2 cct |
| 650 | 0 | 7 | |a Financial engineering. |2 cct |
| 650 | 0 | 7 | |a Effecten. |2 cct |
| 650 | 0 | 7 | |a Wiskundige modellen. |2 cct |
| 650 | 0 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Theory. |2 cct |
| 650 | 0 | 7 | |a Evolutionary economics. |2 cct |
| 650 | 0 | 7 | |a Rational expectations (Economic theory) |2 cct |
| 650 | 7 | |a Science économique. |2 eclas | |
| 650 | 7 | |a Affaires. |2 eclas | |
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| 650 | 7 | |a Equilibrium (Economics) |x Econometric models |2 fast | |
| 650 | 7 | |a Evolutionary economics |2 fast | |
| 650 | 7 | |a Financial engineering |2 fast | |
| 650 | 7 | |a Rational expectations (Economic theory) |2 fast | |
| 650 | 1 | 7 | |a Effecten. |2 gtt |
| 650 | 1 | 7 | |a Wiskundige modellen. |2 gtt |
| 710 | 2 | |a Santa Fe Institute (Santa Fe, N.M.) | |
| 758 | |i has work: |a Agent-based modeling (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGhhG6MyjmfrtYgvH49ygq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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| 776 | 0 | 8 | |i Print version: |a Ehrentreich, Norman. |t Agent-based modeling. |d Berlin ; New York : Springer, ©2008 |z 9783540738787 |z 3540738789 |w (DLC) 2007937522 |w (OCoLC)166386559 |
| 830 | 0 | |a Lecture notes in economics and mathematical systems ; |v 602. |x 0075-8442 | |
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