Strategic Agent-Based Modeling of Financial Markets
Strategic Agent-Based Modeling of Financial Markets
About this item
Full title
Author / Creator
Publisher
New York: Russell Sage Foundation
Journal title
Language
English
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Publication information
Publisher
New York: Russell Sage Foundation
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Scope and Contents
Contents
Understanding the implications of algorithmic trading calls for modeling financial markets at a level of fidelity that often precludes analytic solution. We describe how agent-based simulation modeling can be combined with game-theoretic reasoning to examine the effects of market variables on outcomes of interest. The approach is illustrated in a b...
Alternative Titles
Full title
Strategic Agent-Based Modeling of Financial Markets
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_42852e4485fa4d58be598cfc7f7b426d
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_42852e4485fa4d58be598cfc7f7b426d
Other Identifiers
ISSN
2377-8253
E-ISSN
2377-8261
DOI
10.7758/rsf.2017.3.1.06
