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Explaining exchange rate behavior with a genetic algorithm

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Can evolutionary processes result in rational expectations? : Learning with genetic algorithms

Lawrenz, Claudia - In: Perspektiven des Wandels : evolutorische Ökonomik in …, (pp. 519-545). 2002

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Market microstrucutre design and flash crashes : a simulation approach

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Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment

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Chapter 24 Agent-based Computational Finance

LeBaron, Blake - In: Handbook of computational economics : volume 2, …, (pp. 1187-1233). 2006

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.

Persistent link: https://www.econbiz.de/10014024381