Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market

Journal of Economic Behavior and Organization

Volumn 67, Issue 3-4, 2008, Pages 702-717

  Chen, Shu Heng ^a   Huang, Ya Chi ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b LUNGHWA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Agent based artificial stock markets; Autonomous agents; Genetic algorithms; Market selection hypothesis

Indexed keywords

EID: 49049121075     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2006.11.006     Document Type: Article

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