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Kita, Hajime

Realistic Simulation of Financial Markets

Kita, Hajime - Realistic Simulation of Financial Markets, ebook

153,75€

Ebook, PDF with Adobe DRM
ISBN: 9784431550570
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Table of contents

Part I. U-Mart System: The First Test Bed of the Third Mode of Science

1. A Guided Tour of the Backside of Agent-Based Simulation
Yoshinori Shiozawa

2. Research on ABS and Artificial Market
Hajime Kita

3. Building Artificial Markets for Evaluating Market Institutions and Trading Strategies
Isao Ono, Hiroshi Sato

4. A Perspective on the Future of the Smallest Big Project in the World
Takao Terano

Part II. Applications of Artificial Markets

5. Evolution of Day Trade Agent Strategy by Means of Genetic Programming with Machine Learning
Naoki Mori

6. How to Estimate Market Maker Models in an Artificial Market
Yoshihiro Nakajima

7. The Effect of Resilience in Optimal Execution with Artificial-Market Approach
Hiroyuki Matsui, Ryo Ohyama

8. Observation of Trading Process, Exchange, and Market
Kazuhisa Taniguchi

Keywords: Economics, Macroeconomics/Monetary Economics//Financial Economics, Finance, general, Economic Theory/Quantitative Economics/Mathematical Methods

Editor
 
 
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Series
Evolutionary Economics and Social Complexity Science
Category
Economy
Format
Ebook
eISBN (PDF)
9784431550570
Printed ISBN
978-4-431-55056-3

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