Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach
Year of publication: |
2009-03-06
|
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Authors: | Ramanauskas, Tomas |
Institutions: | Lietuvos Bankas |
Subject: | Agent-based financial modelling | artificial stock market | complex dynamical system | market efficiency agent heterogeneity | reinforcement learning |
Extent: | application/pdf |
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Series: | Bank of Lithuania Working Paper Series. - ISSN 2029-0446. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is Free Number 3 25 pages |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; Y20 - Introductory Material |
Source: |
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