Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited
Norman Ehrentreich
Oct 2007 · Lecture Notes in Economics and Mathematical Systems Book 602 · Springer Science & Business Media
Ebook
232
Pages
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About this ebook
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the fittest trading rules will survive. Its main contribution lies in the application of standard results from population genetics which have widely been neglected in the agent-based community.
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