LEADER 03378nam 2200709Ia 450 001 9910458615503321 005 20200520144314.0 010 $a1-281-10808-1 010 $a9786611108083 010 $a3-540-73879-7 024 7 $a10.1007/978-3-540-73879-4 035 $a(CKB)1000000000404199 035 $a(EBL)336981 035 $a(OCoLC)209988935 035 $a(SSID)ssj0000100301 035 $a(PQKBManifestationID)11114073 035 $a(PQKBTitleCode)TC0000100301 035 $a(PQKBWorkID)10020360 035 $a(PQKB)10962324 035 $a(DE-He213)978-3-540-73879-4 035 $a(MiAaPQ)EBC336981 035 $a(PPN)123735572 035 $a(Au-PeEL)EBL336981 035 $a(CaPaEBR)ebr10230168 035 $a(CaONFJC)MIL110808 035 $a(EXLCZ)991000000000404199 100 $a20071113d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAgent-based modeling$b[electronic resource] $ethe Santa Fe Institute artificial stock market model revisited /$fNorman Ehrentreich 205 $a1st ed. 2008. 210 $aBerlin ;$aNew York $cSpringer$dc2008 215 $a1 online resource (244 p.) 225 1 $aLecture notes in economics and mathematical systems,$x0075-8442 ;$v602 300 $aDescription based upon print version of record. 311 $a3-540-73878-9 320 $aIncludes bibliographical references (p. [195]-225) and index. 327 $aAgent-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. 330 $aThis book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the fittest trading rules will survive.Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based community. This has led to various misinterpretations of previous simulation results. The book is able to finally establish the 410 0$aLecture notes in economics and mathematical systems ;$v602. 606 $aEquilibrium (Economics)$xEconometric models 606 $aEvolutionary economics 606 $aFinancial engineering 606 $aRational expectations (Economic theory) 608 $aElectronic books. 615 0$aEquilibrium (Economics)$xEconometric models. 615 0$aEvolutionary economics. 615 0$aFinancial engineering. 615 0$aRational expectations (Economic theory) 676 $a330.1 700 $aEhrentreich$b Norman$0971936 712 02$aSanta Fe Institute (Santa Fe, N.M.) 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458615503321 996 $aAgent-based modeling$92209807 997 $aUNINA LEADER 00880cam0-2200289 --450 001 9910839593503321 005 20240403093429.0 010 $a978-88-6579-266-7 020 $aIT$b2023-6022 100 $a20240403d2022----kmuy0itay5050 ba 101 0 $aita 102 $aIT 105 $ay 001yy 200 1 $aCamminare l'antifascismo$ela memoria come ribellione all'ordine delle cose$fLorenzo Guadagnucci 210 $aTorino$cGruppo Abele$d2022 215 $a222 p.$d21 cm 225 1 $a<>staffette$v45 610 0 $aResistenza$aAppennino tosco-emiliano$aMemorie 676 $a940.534540922$v23$zita 700 1$aGuadagnucci,$bLorenzo$0281732 801 0$aIT$bUNINA$gREICAT$2UNIMARC 901 $aBK 912 $a9910839593503321 952 $aCollez. 3143 (45)$b1066/2024$fFSPBC 959 $aFSPBC 996 $aCamminare l'antifascismo$94147591 997 $aUNINA