Agent-Based Modeling

The Santa Fe Institute Artificial Stock Market Model Revisited

Authors:

ISBN: 978-3-540-73878-7 (Print) 978-3-540-73879-4 (Online)

Table of contents (11 chapters)

  1. Front Matter

    Pages I-XVI

  2. Agent-Based Modeling in Economics

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-4

      Introduction

    3. No Access

      Book Chapter

      Pages 5-18

      The Rationale for Agent-Based Modeling

    4. No Access

      Book Chapter

      Pages 19-28

      The Concept of Minimal Rationality

    5. No Access

      Book Chapter

      Pages 29-49

      Learning in Economics

    6. No Access

      Book Chapter

      Pages 51-88

      Replicating the Stylized Facts of Financial Markets

  3. The Santa Fe Institute Artificial Stock Market Model Revisited

    1. Front Matter

      Pages 89-89

    2. No Access

      Book Chapter

      Pages 91-112

      The Original Santa Fe Institute Artificial Stock Market

    3. No Access

      Book Chapter

      Pages 113-125

      A Suggested Modification to the SFI-ASM

    4. No Access

      Book Chapter

      Pages 127-146

      An Analysis of Wealth Levels

    5. No Access

      Book Chapter

      Pages 147-179

      Selection, Genetic Drift, and Technical Trading

    6. No Access

      Book Chapter

      Pages 181-185

      Summary and Future Research

    7. No Access

      Book Chapter

      Pages 187-193

      Appendix

  4. Back Matter

    Pages 195-232