Lecture Notes in Economics and Mathematical Systems

Agent-Based Modeling

The Santa Fe Institute Artificial Stock Market Model Revisited

Authors: Ehrentreich, Norman

  • An important and timely work that analyzes a well-known agent-based model
  • Reconciles the existence of technical trading with the Efficient Market Hypothesis
  • Provides agent-based modelers with several tools to design better evolutionary algorithms
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eBook $109.00
price for USA (gross)
  • ISBN 978-3-540-73879-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA
  • ISBN 978-3-540-73878-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Reviews

From the reviews:

"The book under review is an important and careful study of some of the issues involved in the workings of the SFI stock market. … In my opinion, Ehrentreich’s book is an excellent reference to both the learning, and empirical literature in finance." (Krzysztof Piasecki, Zentralblatt MATH, Vol. 1141, 2008)

"Norman Ehrentreich was one of the daring few to take on the model, and he has summarized his work and findings in this excellent book. … It is useful primer for anyone interested in getting started in the area of agent-based finance. … It is essential reading for anyone interested in the dynamics of the SFI market in particular, but I also recommend it for others as a useful resource on agent-based financial market design as well." (Blake LeBaron, Journal of Artificial Societies and Social Simulation, Vol. 12 (2), March, 2009)


Table of contents (11 chapters)

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-540-73879-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA
  • ISBN 978-3-540-73878-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Agent-Based Modeling
Book Subtitle
The Santa Fe Institute Artificial Stock Market Model Revisited
Authors
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
602
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-73879-4
DOI
10.1007/978-3-540-73879-4
Softcover ISBN
978-3-540-73878-7
Series ISSN
0075-8442
Edition Number
1
Number of Pages
XVI, 232
Number of Illustrations and Tables
39 b/w illustrations
Topics