The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections
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References listed on IDEAS
- Joshi, Shareen & Parker, Jeffrey & Bedau, Mark A, 2002. "Financial Markets Can Be at Sub-optimal Equilibria," Computational Economics, Springer;Society for Computational Economics, vol. 19(1), pages 5-23, February.
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- Germán Creamer, 2012. "Model calibration and automated trading agent for Euro futures," Quantitative Finance, Taylor & Francis Journals, vol. 12(4), pages 531-545, December.
- Haijun Yang & Harry Wang & Gui Sun & Li Wang, 2015. "A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach," Journal of Evolutionary Economics, Springer, vol. 25(5), pages 901-924, November.
- JosÃ© Manuel GalÃ¡n & Luis R. Izquierdo & Segismundo S. Izquierdo & José Ignacio Santos & Ricardo del Olmo & Adolfo López-Paredes & Bruce Edmonds, 2009. "Errors and Artefacts in Agent-Based Modelling," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 12(1), pages 1-1.
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More about this item
KeywordsAsset Pricing; Learning; Financial Time Series; Genetic Algorithms; Classifier Systems; Agent-Based Simulation;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
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