Agent-based modeling : The Santa Fe Institute artificial stock market model revisited
- Author
- Norman Ehrentreich
- Publication Year
- 2008
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Business Administration
- Download Book Read book
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)
Keywords: Business and Economics / Analysis / Agent-based model / Agent-based modeling / Agents / Algorithms / Evolution / Evolutionary algorithm / Genetics / Learning / Modeling / Mutation / Simulation
