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Agentbased Modeling The Santa Fe Institute Artificial Stock Market Model Revisited Lecture Notes In Economics And Mathematical Systems 1st Edition Norman Ehrentreich

  • SKU: BELL-2024200
Agentbased Modeling The Santa Fe Institute Artificial Stock Market Model Revisited Lecture Notes In Economics And Mathematical Systems 1st Edition Norman Ehrentreich
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Agentbased Modeling The Santa Fe Institute Artificial Stock Market Model Revisited Lecture Notes In Economics And Mathematical Systems 1st Edition Norman Ehrentreich instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 1.77 MB
Pages: 245
Author: Norman Ehrentreich
ISBN: 9783540738787, 3540738789
Language: English
Year: 2007
Edition: 1

Product desciption

Agentbased Modeling The Santa Fe Institute Artificial Stock Market Model Revisited Lecture Notes In Economics And Mathematical Systems 1st Edition Norman Ehrentreich by Norman Ehrentreich 9783540738787, 3540738789 instant download after payment.

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.

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