Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited (Lecture Notes in Economics and Mathematical Systems)
暫譯: 基於代理的模型:聖塔菲研究所人工股票市場模型重訪(經濟學與數學系統講義)
Norman Ehrentreich
- 出版商: Springer
- 出版日期: 2007-10-30
- 售價: $4,210
- 貴賓價: 9.5 折 $4,000
- 語言: 英文
- 頁數: 232
- 裝訂: Paperback
- ISBN: 3540738789
- ISBN-13: 9783540738787
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相關分類:
經濟學 Economy
海外代購書籍(需單獨結帳)
相關主題
商品描述
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.
商品描述(中文翻譯)
本書調和了技術交易的存在與有效市場假說。通過分析一個著名的基於代理的模型,即聖塔菲研究所人工股票市場(SFI-ASM),發現當選擇性力量較弱時,金融演化無法保證只有最適合的交易規則會存活。其主要貢獻在於應用在人口遺傳學中的標準結果,而這些結果在基於代理的社群中廣泛被忽視。