Agent-Based Modeling

Agent-Based Modeling

The Santa Fe Institute Artificial Stock Market Model Revisited

Ehrentreich, Norman

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

10/2007

232

Mole

Inglês

9783540738787

15 a 20 dias

800

Descrição não disponível.
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.
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Analysis;agent-based model;agent-based modeling;agents;algorithms;evolution;evolutionary algorithm;genetics;learning;modeling;mutation;simulation