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Multi‐agent technologies in economics

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Listed:
  • Javier Bajo
  • Philippe Mathieu
  • María José Escalona

Abstract

This paper summarizes some of the trends in the use of multi‐agent technologies in economics. Multiple agent systems, fuzzy sets and neural networks are critical tools used to investigate the emerging economics research agenda related to data mining, dynamic markets stock selection and bank stress testing. This paper reviews the contributions of four such examples.

Suggested Citation

  • Javier Bajo & Philippe Mathieu & María José Escalona, 2017. "Multi‐agent technologies in economics," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 59-61, April.
    • Handle: RePEc:wly:isacfm:v:24:y:2017:i:2-3:p:59-61
    DOI: 10.1002/isaf.1415
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    References listed on IDEAS

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    1. Iryna Veryzhenko & Lise Arena & Etienne Harb & Nathalie Oriol, 2017. "Time to Slow Down for High‐Frequency Trading? Lessons from Artificial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 73-79, April.
    2. Marina Resta, 2016. "Enhancing Self‐Organizing Map Capabilities with Graph Clustering: An Application to Financial Markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 21-46, January.
    3. George Albanis & Roy Batchelor, 2007. "Combining heterogeneous classifiers for stock selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 15(1‐2), pages 1-21, January.
    Full references (including those not matched with items on IDEAS)

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