Agent-based computational "nance: Suggested readings and early research
نویسنده
چکیده
The use of computer simulated markets with individual adaptive agents in "nance is a new, but growing "eld. This paper explores some of the early works in the area concentrating on a set of some of the earliest papers. Six papers are summarized in detail, along with references to many other pieces of this wide ranging research area. It also covers many of the questions that new researchers will face when getting into the "eld, and hopefully can serve as a kind of minitutorial for those interested in getting started. ( 2000 Elsevier Science B.V. All rights reserved.
منابع مشابه
Agent Based Computational Finance: Suggested Readings and Early Research
The use of computer simulated markets with individual adaptive agents in finance is a new, but growing field. This paper explores some of the early work in the area concentrating on a set of some of the earliest papers. Six papers are summarized in detail, along with references to many other pieces of this wide ranging research area. It also covers many of the questions that new researchers wil...
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