Coverart for item
The Resource Agent-based modeling : the Santa Fe Institute artificial stock market model revisited, Norman Ehrentreich, (electronic book)

Agent-based modeling : the Santa Fe Institute artificial stock market model revisited, Norman Ehrentreich, (electronic book)

Label
Agent-based modeling : the Santa Fe Institute artificial stock market model revisited
Title
Agent-based modeling
Title remainder
the Santa Fe Institute artificial stock market model revisited
Statement of responsibility
Norman Ehrentreich
Creator
Contributor
Author
Subject
Language
eng
Summary
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 fittest trading rules will survive. Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based community. This has led to various misinterpretations of previous simulation results. The book is able to finally establish the
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Ehrentreich, Norman
Dewey number
330.1
Illustrations
illustrations
Index
index present
LC call number
HB97.3
LC item number
.E37 2008eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Santa Fe Institute (Santa Fe, N.M.)
http://library.link/vocab/subjectName
  • Evolutionary economics
  • Rational expectations (Economic theory)
  • Equilibrium (Economics)
  • Financial engineering
Label
Agent-based modeling : the Santa Fe Institute artificial stock market model revisited, Norman Ehrentreich, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 195-225) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Front Matter; Introduction; The Rationale for Agent-Based Modeling; The Concept of Minimal Rationality; Learning in Economics; Replicating the Stylized Facts of Financial Markets; 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; Appendix; Back Matter
Dimensions
unknown
Extent
1 online resource (xvi, 230 pages)
Form of item
online
Isbn
9783540738787
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-540-73879-4
Other physical details
illustrations.
Specific material designation
remote
System control number
  • SPR209988935
  • ocn209988935
Label
Agent-based modeling : the Santa Fe Institute artificial stock market model revisited, Norman Ehrentreich, (electronic book)
Publication
Bibliography note
Includes bibliographical references (pages 195-225) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Front Matter; Introduction; The Rationale for Agent-Based Modeling; The Concept of Minimal Rationality; Learning in Economics; Replicating the Stylized Facts of Financial Markets; 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; Appendix; Back Matter
Dimensions
unknown
Extent
1 online resource (xvi, 230 pages)
Form of item
online
Isbn
9783540738787
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-540-73879-4
Other physical details
illustrations.
Specific material designation
remote
System control number
  • SPR209988935
  • ocn209988935

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