Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 602)
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Table of contents (11 chapters)
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Agent-Based Modeling in Economics
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The Santa Fe Institute Artificial Stock Market Model Revisited
Keywords
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)
Authors and Affiliations
Bibliographic Information
Book Title: Agent-Based Modeling
Book Subtitle: The Santa Fe Institute Artificial Stock Market Model Revisited
Authors: Norman Ehrentreich
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-540-73879-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-73878-7Published: 30 October 2007
eBook ISBN: 978-3-540-73879-4Published: 25 October 2007
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XVI, 232
Number of Illustrations: 39 b/w illustrations
Topics: Macroeconomics/Monetary Economics//Financial Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Artificial Intelligence, Operations Research/Decision Theory, History of Economic Thought/Methodology