Market fluctuations I: Scaling, multiscaling, and their possible origins
In this chapter, we provide a survey of research on scaling phenomena in financial data
pursued by physicists and compare their methodology and results with the approach of …
pursued by physicists and compare their methodology and results with the approach of …
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 …
Linear recruitment in tourism academia: when academic jobs “go sideways”
Purpose The recruitment and promotion of teaching academics in the UK is constrained by a
complex array of career progression barriers. These barriers have led to an increasing trend …
complex array of career progression barriers. These barriers have led to an increasing trend …
[ספר][B] Handbook on information technology in finance
D Seese, C Weinhardt, F Schlottmann - 2008 - books.google.com
Why do we need a handbook on Information Technology (IT) and Finance? At first, because
both IT as well as finance, are some of the most prominent driving forces of our …
both IT as well as finance, are some of the most prominent driving forces of our …
[PDF][PDF] A corrected version of the santa fe institute artificial stock market model
N Ehrentreich - Complexity, 2003 - Citeseer
This paper rectifies a design problem in the Santa Fe Institute Artificial Stock Market Model.
The mutation operator caused the resulting bit distribution to be systematically upwardly …
The mutation operator caused the resulting bit distribution to be systematically upwardly …
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 …
On the Exploratory Function of Agent-Based Modeling
M Kuhlmann - Perspectives on Science, 2021 - direct.mit.edu
Agent-based models (ABM) derive the behavior of artificial socio-economic entities
computationally from the actions of a large number of agents. One objection is that highly …
computationally from the actions of a large number of agents. One objection is that highly …
[ספר][B] The Santa Fe artificial stock market re-examined-suggested corrections
N Ehrentreich - 2002 - Citeseer
This paper rectifies a design problem in the Santa Fe Artificial Stock Market Model. Due to a
faulty mutation operator, the resulting bit distribution in the classifier system was …
faulty mutation operator, the resulting bit distribution in the classifier system was …
[PDF][PDF] Multiagent trust modeling for open network environments
M Rehák - 2008 - Citeseer
Trust models are specific knowledge structures designed to gather, hold and share agent's
knowledge about the reliability of its partners: the trustees. These models are updated by …
knowledge about the reliability of its partners: the trustees. These models are updated by …
[PDF][PDF] Mechanistic complexity economics: a methodological framework for economic science
M Tuxford - 2019 - academia.edu
The central argument of this thesis is that Economic Science requires a methodological
reorientation in order to re-align with contemporary philosophy of science. This is argued …
reorientation in order to re-align with contemporary philosophy of science. This is argued …