Complex Systems in Finance and Econometrics

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Agent Based Computational Economics

  • Moshe Levy
Reference work entry

Article Outline


Definition of the Subject


Some of the Pioneering Studies

Illustration with the LLS Model

Summary and Future Directions



Stock Price Trading Volume Benchmark Model Constant Relative Risk Aversion Absolute Return 
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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Moshe Levy
    • 1
  1. 1.The Hebrew UniversityJerusalemIsrael