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...

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Bibliographic Details
Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 28-2015)
Main Authors: Mandes, Alexandru, Winker, Peter
Format: Article
Published: Philipps-Universität Marburg 2015
Online Access:PDF Full Text
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MAGKS - Joint Discussion Paper Series in Economics