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Agent-Based Modeling (e-bog) af Ehrentreich, Norman
Ehrentreich, Norman (forfatter)

Agent-Based Modeling e-bog

802,25 DKK (inkl. moms 1002,81 DKK)
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 f...
E-bog 802,25 DKK
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Forfattere Ehrentreich, Norman (forfatter)
Forlag Springer
Udgivet 25 oktober 2007
Genrer Economic theory and philosophy
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783540738794

Beskrivelse

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 community.