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Agent-Based Modeling

- The Santa Fe Institute Artificial Stock Market Model Revisited

Bag om Agent-Based Modeling

This 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540738787
  • Indbinding:
  • Paperback
  • Sideantal:
  • 232
  • Udgivet:
  • 30. oktober 2007
  • Udgave:
  • 2008
  • Størrelse:
  • 234x156x13 mm.
  • Vægt:
  • 800 g.
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Leveringstid: 8-11 hverdage
Forventet levering: 16. januar 2025

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This 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.

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