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Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited (Lecture Notes in Economics and Mathematical Systems)

Norman Ehrentreich




[PDF.os99] Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited (Lecture Notes in Economics and Mathematical Systems)

Agent-Based Modeling: The Santa  Norman Ehrentreich epub
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 | #4146162 in Books |  Springer |  2010-06-02 | Original language:English | PDF # 1 |  9.25 x.56 x6.10l,.83 | File type: PDF | 232 pages

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|| ||From the reviews: | |"The book under review is an important and careful study of some of the issues involved in the workings of the SFI stock market. … In my opinion, Ehrentreich’s book is an excellent reference to both the learning, and empirica

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. Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based...

You easily download any file type for your device.Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited (Lecture Notes in Economics and Mathematical Systems)   |  Norman Ehrentreich. I was recommended this book by a dear friend of mine.

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