LEADER 03834nam  22008415  450 
001 9910821433003321
005 20230810203418.0
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(Au-PeEL)EBL336981
035   $a(CaPaEBR)ebr10230168
035   $a(CaONFJC)MIL110808
035   $a(PPN)123735572
035   $a(EXLCZ)991000000000404199
100   $a20100301d2008      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aAgent-Based Modeling $eThe Santa Fe Institute Artificial Stock Market Model Revisited /$fby Norman Ehrentreich
205   $a1st ed. 2008.
210  1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2008.
215   $a1 online resource (244 p.)
225 1 $aLecture Notes in Economics and Mathematical Systems,$x2196-9957 ;$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,$x2196-9957 ;$v602
606   $aMacroeconomics
606   $aEconometrics
606   $aArtificial intelligence
606   $aOperations research
606   $aEconomics$xHistory
606   $aMacroeconomics and Monetary Economics
606   $aQuantitative Economics
606   $aArtificial Intelligence
606   $aOperations Research and Decision Theory
606   $aHistory of Economic Thought and Methodology
615  0$aMacroeconomics.
615  0$aEconometrics.
615  0$aArtificial intelligence.
615  0$aOperations research.
615  0$aEconomics$xHistory.
615 14$aMacroeconomics and Monetary Economics.
615 24$aQuantitative Economics.
615 24$aArtificial Intelligence.
615 24$aOperations Research and Decision Theory.
615 24$aHistory of Economic Thought and Methodology.
676   $a330.1
700   $aEhrentreich$b Norman$01620163
712 02$aSanta Fe Institute (Santa Fe, N.M.)
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910821433003321
996   $aAgent-Based Modeling$93952793
997   $aUNINA