Chapter 24 Agent-based Computational Finance

This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.

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Year of publication:	2006
Authors:	LeBaron, Blake
Published in:	Handbook of computational economics : volume 2, Agent-based computational economics. - Amsterdam : Elsevier, ISBN 978-0-444-51253-6. - 2006, p. 1187-1233
Subject:	learning \| evolutionary finance \| financial time series \| asset pricing \| efficient markets \| behavioral finance \| market microstructure \| genetic algorithms \| neural networks \| artificial financial markets \| evolutionary computation \| Finanzmarkt \| Financial market \| Anlageverhalten \| Behavioural finance \| Neuronale Netze \| Neural networks \| Marktmikrostruktur \| Market microstructure \| Evolutionärer Algorithmus \| Evolutionary algorithm \| Agentenbasierte Modellierung \| Agent-based modeling \| Simulation \| Kapitalmarkttheorie \| Financial economics \| Börsenkurs \| Share price \| Lernprozess \| Learning process \| Finanzanalyse \| Financial analysis \| Wertpapierhandel \| Securities trading \| Effizienzmarkthypothese \| Efficient market hypothesis \| Aktienmarkt \| Stock market

Type of publication:	Article
Language:	English
Other identifiers:	10.1016/S1574-0021(05)02024-1 [DOI]
Classification:	C6 - Mathematical Methods and Programming ; D8 - Information and Uncertainty ; E2 - Consumption, Saving, Production, Employment, and Investment ; F3 - International Finance ; G0 - Financial Economics. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014024381