✦ LIBER ✦

Agent-based computational finance: Suggested readings and early research

✍ Scribed by Blake LeBaron

Book ID: 104293690
Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 163 KB
Volume: 24
Category: Article
ISSN: 0165-1889
DOI: 10.1016/s0165-1889(99)00022-6

No coin nor oath required. For personal study only.

✦ Synopsis

The use of computer simulated markets with individual adaptive agents in "nance is a new, but growing "eld. This paper explores some of the early works in the area concentrating on a set of some of the earliest papers. Six papers are summarized in detail, along with references to many other pieces of this wide ranging research area. It also covers many of the questions that new researchers will face when getting into the "eld, and hopefully can serve as a kind of minitutorial for those interested in getting started.

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