A builder's guide to agent-based financial markets

被引：134

作者：

LeBaron, Blake ^{[1
,2
]}

机构：

[1] Brandeis Univ, Grad Sch Int Econ & Finance, Waltham, MA 02254 USA

[2] Natl Bur Econ Res, Cambridge, MA 02138 USA

来源：

QUANTITATIVE FINANCE | 2001年 / 1卷 / 02期

关键词：

D O I：

10.1088/1469-7688/1/2/307

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This paper is intended to guide researchers interested in building their own agent-based financial markets. Key design questions are outlined, along with some of the major controversies about which directions to take.

引用

页码：254 / 261

页数：8

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