Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited, Paperback / softback Book

Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited Paperback / softback

Part of the Lecture Notes in Economics and Mathematical Systems series

Paperback / softback

Item not Available

Description

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.

Information

Other Formats

Save 17%

£79.99

£65.85

Item not Available
Item not Available
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information

Also in the Lecture Notes in Economics and Mathematical Systems series

Cost Analysis Applications of Economics...

£44.99

Add to Basket