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

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Ehrentreich, Norman (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Lecture Notes in Economics and Mathematical Systems, 602
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.