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9783540738787

Agent-Based Modeling

Agent-Based Modeling
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Product details

  • ISBN-13: 9783540738787
  • ISBN: 3540738789
  • Publication Date: 2007
  • Publisher: Springer

AUTHOR

Ehrentreich, Norman

SUMMARY

This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analysing 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.Ehrentreich, Norman is the author of 'Agent-Based Modeling', published 2007 under ISBN 9783540738787 and ISBN 3540738789.

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