Agent-based modeling : The Santa Fe Institute artificial stock market model revisited

Agent-based modeling : The Santa Fe Institute artificial stock market model revisited

المؤلف
Norman Ehrentreich
سنة النشر
2008
الناشر
Springer
لغة الملف
انكليزي
نوع الملف
Book
تصنيف الكتاب
Business Administration

An excellent reference to both the learning, and empirical literature in finance." (Krzysztof Piasecki, Zentralblatt MATH, Vol. 1141, 2008) "Norman Ehrentreich was one of the daring few to take on the model, and he has summarized his work and findings in this excellent book. … It is useful primer for anyone interested in getting started in the area of agent-based finance. … It is essential reading for anyone interested in the dynamics of the SFI market in particular, but I also recommend it for others as a useful resource on agent-based financial market design as well." (Blake LeBaron, Journal of Artificial Societies and Social Simulation, Vol. 12 (2), March, 2009)


الكلمات المفتاحية: Business and Economics / Analysis / Agent-based model / Agent-based modeling / Agents / Algorithms / Evolution / Evolutionary algorithm / Genetics / Learning / Modeling / Mutation / Simulation