Heterogeneous trading agents

Complexity

Volumn 8, Issue 5, 2003, Pages 28-35

  Neuberg, Luc ^a   Bertels, Koen ^b  

^a UNIVERSITY OF NAMUR   (Belgium)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Agent based simulation; Classifier systems; Financial markets; Multiagent systems

Indexed keywords

EID: 2142771404     PISSN: 10762787     EISSN: None     Source Type: Journal    
DOI: 10.1002/cplx.10098     Document Type: Article

References (10)

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6. Bouchaud, J.P.; Potters, M. Theory of Financial Risks; Cambridge University Press: Cambridge, 2001.
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8. De Grauwe, P.; Dewachter, H.; Embrechts, M. Exchange Rate Theory. Chaotic Models of Foreign Exchange Markets; Blackwell: Oxford, 1993; 273 p.
9. Mignon, V. March'es financiers et Modélisation des Rentabilités Boursières. Editions Economica 1998.
10. Neuberg, L. March' e Financier Artificiel. PhD thesis, University of Namur, 1999; 161 p.