Agent-Based Computational Finance

Encyclopedia entry

Agent-Based Computational Finance

Handbook of Computational Economics; Volume 2, pp.1187-1233

Institut für Höhere Studien (IHS)

07/31/2019

Abstract

Artificial financial markets

Asset pricing

Behavioral finance

Efficient markets

Evolutionary computation

Evolutionary finance

Financial time series

Genetic algorithms

Learning

Market microstructure

Neural networks

Metrics

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Details

Title: Agent-Based Computational Finance
Creators: Blake LeBaron
Publication Details: Handbook of Computational Economics; Volume 2, pp.1187-1233
Publisher: Institut für Höhere Studien (IHS)
Identifiers: 9924086628601921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Encyclopedia entry