Complexity and Model Comparison in Agent Based Modeling of Financial Markets

Complexity and Model Comparison in Agent Based Modeling of Financial Markets

Agent based models of financial markets follow different approaches and might be categorized according to major building blocks used. Such building blocks include agent design, agent evolution, and the price finding mechanism. The performance of agent based models in matching key features of rea...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:MAGKS - Joint Discussion Paper Series in Economics (Band 28-2015)
Autoren: Mandes, Alexandru, Winker, Peter
Format: Artikel
Sprache:Englisch
Veröffentlicht: Philipps-Universität Marburg 2015
Schlagworte:
model selection
complexity
Wirtschaft
Agent based modeling
Economics
Online-Zugang:PDF-Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
MAGKS - Joint Discussion Paper Series in Economics

Ähnliche Einträge