Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited

by Norman Ehrentreich

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.

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Year of publication:	2008
Other Persons:	Ehrentreich, Norman (contributor)
Publisher:	Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg
Subject:	Prognosemarkt \| Prediction market \| Finanzmarkt \| Financial market \| Agentenbasierte Modellierung \| Agent-based modeling \| Theorie \| Theory \| USA \| United States \| Kapitalmarkteffizienz \| Technische Aktienanalyse \| Aktienmarkt \| Mehragentensystem \| Evolutionärer Algorithmus
Description of contents:	Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

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Ehrentreich, Norman. Agent-based modeling, 1. Ed.. - Berlin : Springer, 2008. - XVI, 230 S.

Persistent link: https://www.econbiz.de/10013520765