An adaptive agent based economic model
In this paper we describe a simple model of adaptive agents of different types, represented
by Learning Classifier Systems (LCS), which make investment decisions about a risk free …
by Learning Classifier Systems (LCS), which make investment decisions about a risk free …
31 Technical Trading Creates a Prisoner's Dilemma: Results from an Agent-Based Model
The widespread use and proven profitability of technical trading rules in financial markets
has long been a puzzle in academic finance. In this paper we show, using the Santa Fe …
has long been a puzzle in academic finance. In this paper we show, using the Santa Fe …
Evolutionary computation in economics and finance: A bibliography
This chapter presents a bibliography on the application of evolutionary computation to
economics and finance. Publications included in this bibliography are classified by …
economics and finance. Publications included in this bibliography are classified by …
Explorations in LCS models of stock trading
In previous papers we have described the basic elements for building an economic model
consisting of a group of artificial traders functioning and adapting in an environment …
consisting of a group of artificial traders functioning and adapting in an environment …
Lecture Notes in Economics and Mathematical Systems 571
Almost all economic activities in modern societies are scattered through space and time.
Transport processes, as a consequence, pervade everyday life and they have deep impact …
Transport processes, as a consequence, pervade everyday life and they have deep impact …
Financial markets can be at sub-optimal equilibria
We use game theory and Santa Fe Artificial Stock Market, anagent-based model of an
evolving stock market, to study theoptimal frequency for traders to revise their market …
evolving stock market, to study theoptimal frequency for traders to revise their market …
[HTML][HTML] The Agent-based modeling of stockholders' behavior in Iranian capital market
Objective: One of the main concerns of the market regulators is the prediction of the effects of
these new strategies on the market due to the heterogeneity of the agents, rational boundary …
these new strategies on the market due to the heterogeneity of the agents, rational boundary …
Cognitive-agent-based modeling of a financial market
This paper describes our experience in building an evolutionary system for agent-based
modeling of a financial market. The system uses a type of BDI agents, which are deliberative …
modeling of a financial market. The system uses a type of BDI agents, which are deliberative …
Biased trader model and analysis of financial market dynamics
This study focuses on various trader behaviors that affect market dynamics. In particular, the
effects of a covering mechanism, learning mechanism and bias mechanism are analyzed …
effects of a covering mechanism, learning mechanism and bias mechanism are analyzed …
[ספר][B] Architecting system of systems: artificial life analysis of financial market behavior
NH Ergin - 2007 - search.proquest.com
Today's systems typically do not stand alone in isolation. Often a system fits within a System
of Systems, a network of interconnected systems that often exhibits unpredictable behavior …
of Systems, a network of interconnected systems that often exhibits unpredictable behavior …