Agent-Based Modeling

Name: Agent-Based Modeling
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540738787
Price: 532.21 RON
Availability: InStock

The Santa Fe Institute Artificial Stock Market Model Revisited

Autor: Norman Ehrentreich

Limbă:

Legare: Carte broșată

Editura: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Disponibilitate: În depozitul extern în cantități mici

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532.21 lei

This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By ana...

Informații despre carte

Autor

Norman Ehrentreich

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2007

Pagini

232

EAN

9783540738787

ISBN

3540738789

Enbook ID

01568946

Editura

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Greutate

800

Dimensiuni

155 x 235 x 14

Descriere completă

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. This has led to various misinterpretations of previous simulation results. The book is able to finally establish the emergence of technical trading for faster learning speeds in the SFI-ASM beyond a doubt. In emphasizing the importance of genetic drift as an important evolutionary factor and analyzing its effects on various mutation operators, this book provides agent-based modelers with several tools to design better evolutionary algorithms.

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Agent-Based Modeling

The Santa Fe Institute Artificial Stock Market Model Revisited

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Descriere completă

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