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00886nam 2200217 c 4500
000003921565
20220101120000
090911s2008 gw 000 eng
▼a 9783540738787:
▼c EUR59.95
▼a 211070
▼c 211070
▼l WM0000012788
▼a HB97.3
▼a HB97.3
▼b E57
▼a Ehrentreich, Norman
▼a Agent-Based Modeling:
▼b (the) Santa Fe Institute Artificial Stock Market Model Revisited/
▼d Norman Ehrentreich
▼a Berlin:
▼b Springer,
▼c 2008.
▼a 230 p.;
▼c 24 cm.
▼a Lecture Notes in Economics and Mathematical Systems;
▼v 602
▼a AGENT BASED MODELING
▼a SANTA FE INSTITUTE
▼a ARTIFICIAL
▼a STOCK
▼a MARKET
▼a MODEL
▼a REVISITED
▼a Evolutionary economics
▼a Rational expectations
▼a Equilibrium
▼a Financial engineering
▼a LNEMS
▼a The Santa Fe Institute Artificial Stock Market Model Revisited
▼b EUR59.95
▼a 단행본
| Data Type : | 단행본 |
|---|---|
| ISBN : | 9783540738787: |
| Class No. : | HB97.3 |
| Personal Author : | Ehrentreich, Norman |
| Title/Author : | Agent-Based Modeling: (the) Santa Fe Institute Artificial Stock Market Model Revisited/ Norman Ehrentreich |
| Imprint : | Berlin: Springer, 2008. |
| Format : | 230 p.; 24 cm. |
| Total Title Note : | Lecture Notes in Economics and Mathematical Systems; 602 |
| Language | English |
권 호 :
발행년 : 2008
발행처 : Springer
서 명 : Agent-Based Modeling:(the) Santa Fe Institute Artificial Stock Market Model Revisited
목차
Part I. Agent-Based Modeling in Economics
1. Introduction
2. The Rationale for Agent-Based Modeling
3. The Concept of Minimal Rationality
4. Learning in Economics
5. Replicating the Stylized Facts of Financial Markets
Part II. The Santa Fe Institute Artificial Stock Market Model Revisited
6. The Original Santa Fe Institute Artificial Stock Market
7. A Suggested Modification to the SFI-ASM
8. An Analysis of Wealth Levels
9. Selection, Genetic Drift, and Technical Trading
10. Summary and Future Research
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