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Record Nr. |
UNINA9910821433003321 |
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Autore |
Ehrentreich Norman |
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Titolo |
Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited / / by Norman Ehrentreich |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
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ISBN |
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1-281-10808-1 |
9786611108083 |
3-540-73879-7 |
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Edizione |
[1st ed. 2008.] |
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Descrizione fisica |
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1 online resource (244 p.) |
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Collana |
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Lecture Notes in Economics and Mathematical Systems, , 2196-9957 ; ; 602 |
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Disciplina |
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Soggetti |
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Macroeconomics |
Econometrics |
Artificial intelligence |
Operations research |
Economics - History |
Macroeconomics and Monetary Economics |
Quantitative Economics |
Artificial Intelligence |
Operations Research and Decision Theory |
History of Economic Thought and Methodology |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [195]-225) and index. |
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Nota di contenuto |
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Agent-Based Modeling in Economics -- The Rationale for Agent-Based Modeling -- The Concept of Minimal Rationality -- Learning in Economics -- Replicating the Stylized Facts of Financial Markets -- The Santa Fe Institute Artificial Stock Market Model Revisited -- 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. |
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Sommario/riassunto |
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This book reconciles the existence of technical trading with the |
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