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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 2008 edition
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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
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.
232 pages, black & white illustrations
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2007. gada 30. oktobris |
| ISBN13 | 9783540738787 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 232 |
| Izmēri | 155 × 235 × 13 mm · 376 g |
| Valoda | Angļu |
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