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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Ehrentreich, Norman
Collectivité auteur: Santa Fe Institute (Santa Fe, N.M.)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin ; New York : Springer, ©2008.
Collection:Lecture notes in economics and mathematical systems ; 602.
Sujets:
Accès en ligne:Texto completo