Artificial Markets under a Complexity Perspective
Download full text from publisher
Other versions of this item:
References listed on IDEAS
- Holland, John H & Miller, John H, 1991. "Artificial Adaptive Agents in Economic Theory," American Economic Review, American Economic Association, vol. 81(2), pages 365-371, May.
- Steven N. Durlauf, 1997.
"What Should Policymakers Know About Economic Complexity?,"
97-10-080, Santa Fe Institute.
- Durlauf, S.N., 1997. "What Should Policymakers Know About Economic Complexity?," Working papers 9721, Wisconsin Madison - Social Systems.
- Miller, Ross M., 1996. "Smart market mechanisms: From practice to theory," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 967-978.
- Williams, Arlington W & Smith, Vernon L, 1984. "Cyclical Double-Auction Markets with and without Speculators," The Journal of Business, University of Chicago Press, vol. 57(1), pages 1-33, January.
- Brooks, Chris & Reveiz, Alejandro H., 2002. "A model for exchange rates with crawling bands--an application to the Colombian peso," Journal of Economics and Business, Elsevier, vol. 54(5), pages 483-503.
More about this item
KeywordsAdaptive agents; artificial markets; constrained generating procedures; fuzzy logic and genetic algorithms. Classification JEL: G1; G12; G39.;
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G39 - Financial Economics - - Corporate Finance and Governance - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-29 (All new papers)
- NEP-CMP-2008-04-29 (Computational Economics)
- NEP-MST-2008-04-29 (Market Microstructure)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bdr:borrec:510. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Clorith Angélica Bahos Olivera). General contact details of provider: http://edirc.repec.org/data/brcgvco.html .