Autonomous Agent Models of Stock Markets

作者: Hakman A. Wan , Andrew Hunter , Peter Dunne

DOI: 10.1023/A:1014500409896

关键词: Stock (geology)Efficient-market hypothesisMicroeconomicsEconomicsChaos theoryAutonomous agent

摘要: The use of artificial agents in the study stock markets has aroused much interest past two decades. Models consisting were built to reinforce or question theories economics – including principle ``negative feedback'', Efficient Market Hypothesis, and chaos theory. In this article, we review development these agent models, highlight key design issues problems, suggest some directions for future research.

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