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Volumn 564, Issue , 2006, Pages 15-26

Market dynamics and agents behaviors: A computational approach

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EID: 53549119402     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-28547-4_2     Document Type: Conference Paper
Times cited : (12)

References (16)
  • 1
    • 0002135590 scopus 로고
    • Inductive reasoning and bounded rationality : The el-farol problem
    • B. Arthur. Inductive reasoning and bounded rationality : the el-farol problem. American Economic Review, 84:406-417, 1994.
    • (1994) American Economic Review , vol.84 , pp. 406-417
    • Arthur, B.1
  • 2
    • 0002135590 scopus 로고
    • Inductive reasoning and bounded rationality : The el-farol problem
    • B. Arthur. Inductive reasoning and bounded rationality : the el-farol problem. American Economic Review, 84:406-417, 1994.
    • (1994) American Economic Review , vol.84 , pp. 406-417
    • Arthur, B.1
  • 3
    • 0001847138 scopus 로고    scopus 로고
    • Asset pricing under endogeneous expectations in an artificial stock market
    • D. Lane B.W. Arthur and S.N. Durlauf, editors
    • B.W. Arthur, J.H. Holland, B. LeBaron, R.G. Palmer, and P. Tayler. Asset pricing under endogeneous expectations in an artificial stock market. In D. Lane B.W. Arthur and S.N. Durlauf, editors, The Economy as an Evolving Complex System II, pages 15-44, 1997.
    • (1997) The Economy as an Evolving Complex System II , pp. 15-44
    • Arthur, B.W.1    Holland, J.H.2    LeBaron, B.3    Palmer, R.G.4    Tayler, P.5
  • 11
    • 0035594461 scopus 로고    scopus 로고
    • Evolution and time horizons in an agent based stock market
    • B. LeBaron. Evolution and time horizons in an agent based stock market. Macroeconomic Dynamics, 5(2):225-254, 2001.
    • (2001) Macroeconomic Dynamics , vol.5 , Issue.2 , pp. 225-254
    • LeBaron, B.1
  • 13
    • 43949149356 scopus 로고
    • A microscopic model of the stock market: Cycles, booms, and crashes
    • May
    • H. Levy, M. Levy, and S. Solomon. A microscopic model of the stock market: Cycles, booms, and crashes. Economic Xertera,45(1):103-111, May 1994.
    • (1994) Economic Xertera , vol.45 , Issue.1 , pp. 103-111
    • Levy, H.1    Levy, M.2    Solomon, S.3
  • 16
    • 0002677397 scopus 로고
    • Proof that properly anticipated prices fluctuate randomly
    • P.A. Samuelson. Proof that properly anticipated prices fluctuate randomly. Industrial Management Review; (6):41-49, 1965.
    • (1965) Industrial Management Review , vol.6 , pp. 41-49
    • Samuelson, P.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.