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 real mar...

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Veröffentlicht in:	Journal of economic interaction and coordination 2017-10, Vol.12 (3), p.469-506
Hauptverfasser:	Mandes, Alexandru, Winker, Peter
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Appl. in Social and Behavioral Sciences Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Finance Financial services Foreign exchange markets Mathematical and Computational Physics Regular Article Securities markets Theoretical
Online-Zugang:	Volltext
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