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Agent-based Computational Finance
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TLDR
The authors surveys research on agent-based models used in finance, focusing on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.Abstract:
This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.read more
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Journal ArticleDOI
Heterogeneous Agent Models in Economics and Finance
Cars Hommes,Cars Hommes +1 more
TL;DR: A survey of dynamic heterogeneous agent models (HAMs) in economics and finance can be found in this article, where the authors focus on simple models that are tractable by analytic methods in combination with computational tools.
Journal ArticleDOI
The contribution of tourism development to economic growth in the Korean economy
TL;DR: The authors investigated the causal relations between tourism growth and economic expansion for the Korean economy by using Engle and Granger two-stage approach and a bivariate vector autoregression (VAR) model.
Journal ArticleDOI
The Random Character of Stock Market Prices.
Book ChapterDOI
Agent-based computational economics : A constructive approach to economic theory
TL;DR: Agent-based Computational Economics (ACE) as discussed by the authors models economic processes as dynamic systems of interacting agents, and explores the potential advantages and disadvantages of ACE for the study of economic systems.
References
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Book
Genetic algorithms in search, optimization, and machine learning
TL;DR: In this article, the authors present the computer techniques, mathematical tools, and research results that will enable both students and practitioners to apply genetic algorithms to problems in many fields, including computer programming and mathematics.
Genetic algorithms in search, optimization and machine learning
TL;DR: This book brings together the computer techniques, mathematical tools, and research results that will enable both students and practitioners to apply genetic algorithms to problems in many fields.
Book
Adaptation in natural and artificial systems
TL;DR: Names of founding work in the area of Adaptation and modiication, which aims to mimic biological optimization, and some (Non-GA) branches of AI.
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Efficient capital markets: a review of theory and empirical work*
TL;DR: Efficient Capital Markets: A Review of Theory and Empirical Work Author(s): Eugene Fama Source: The Journal of Finance, Vol. 25, No. 2, Papers and Proceedings of the Twenty-Eighth Annual Meeting of the American Finance Association New York, N.Y. December, 28-30, 1969 (May, 1970), pp. 383-417 as mentioned in this paper
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Genetic Programming: On the Programming of Computers by Means of Natural Selection
TL;DR: This book discusses the evolution of architecture, primitive functions, terminals, sufficiency, and closure, and the role of representation and the lens effect in genetic programming.
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