Empirical regularities from interacting long- and short-memory investors in an agent-based stock market: Agent-based modeling of evolutionary economic systems

Journal article

IEEE transactions on evolutionary computation, Vol.5(5), pp.442-455

2001

Abstract

Applied sciences

Artificial intelligence

Computer science; control theory; systems

Connectionism. Neural networks

Exact sciences and technology

Operational research and scientific management

Operational research. Management science

Portfolio theory

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Title: Empirical regularities from interacting long- and short-memory investors in an agent-based stock market
Creators: Blake Lebaron - Graduate School of International Economics and Finance, Brandeis University, Waltham, MA 02453-2728, United States
Publication Details: IEEE transactions on evolutionary computation, Vol.5(5), pp.442-455
Publisher: Institute of Electrical and Electronics Engineers
Identifiers: 9924036746501921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Journal article