Agent-Based Modeling

Name: Agent-Based Modeling
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540738787
Price: 2338 CZK
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The Santa Fe Institute Artificial Stock Market Model Revisited

Autor: Norman Ehrentreich

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele v malém množství

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2 338 Kč

This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By ana...

Informace o knize

Autor

Norman Ehrentreich

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2007

Stránek

232

EAN

9783540738787

ISBN

3540738789

Enbook ID

01568946

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

800

Rozměry

155 x 235 x 14

Kompletní popis

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. This has led to various misinterpretations of previous simulation results. The book is able to finally establish the emergence of technical trading for faster learning speeds in the SFI-ASM beyond a doubt. In emphasizing the importance of genetic drift as an important evolutionary factor and analyzing its effects on various mutation operators, this book provides agent-based modelers with several tools to design better evolutionary algorithms.

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Agent-Based Modeling

The Santa Fe Institute Artificial Stock Market Model Revisited

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také