Name
Abstract | ||
|---|---|---|
The use of artificial agents in the studyof stock markets has aroused much interest in the past two decades. Modelsof markets consisting of agents were built to reinforce or question theoriesin economics – including the principleof ``negative feedback'', the EfficientMarket Hypothesis, and chaos theory.In this article, we review the developmentof these agent models, highlight key design issues and problems,and suggest some directions for future research. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1023/A:1014500409896 | Artif. Intell. Rev. |
Keywords | Field | DocType |
agents,Efficient Market Hypothesis,model,price equilibrium | Autonomous agent,Efficient-market hypothesis,Computer science,Microeconomics,Artificial intelligence,Chaos theory,Machine learning | Journal |
Volume | Issue | ISSN |
17 | 2 | 1573-7462 |
Citations | PageRank | References |
2 | 0.96 | 5 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hakman A. Wan | 1 | 70 | 7.37 |
| Andrew Hunter | 2 | 175 | 11.31 |
| Peter Dunne | 3 | 2 | 0.96 |