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Agent-Based Modeling The Santa Fe Institute Artificial Stock Market Model Revisited /

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Ehrentreich, Norman (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Lecture Notes in Economics and Mathematical Systems, 602
Subjects:
Online Access:Texto Completo
Table of Contents:
  • 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.