株式会社極東書店トップ ＞ 商品一覧 ＞ Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited.
商品詳細
Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited. エージェント・ベースのモデリング －サンタフェ研究所人工株式市場モデル再考－
・ISBN 978-3-540-73878-7 soft
お気に入り
★★★
| 著者・編者 | Ehrentreich, Norman, |
|---|---|
| シリーズ | Lecture Notes in Economics and Mathematical Systems |
| 出版社 | (Springer, GW) |
| 出版年月 | 2008 |
| ページ数 | 230 pp. |
| 言語 | ENG |
| ニュース番号 | ＜546-293＞ |
解説
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the fittest trading rules will survive. Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based community.