The Genoa Artificial Stock Market: Microstructure and Simulations-Reference-Cited by-同舟云学术

The Genoa Artificial Stock Market: Microstructure and Simulations

Published:2003 Issue: Volume: Page:277-289
ISSN:0075-8442
Container-title:Lecture Notes in Economics and Mathematical Systems
language:
Short-container-title:

Author:

Marchesi M.,Cincotti S.,Focardi S. M.,Raberto M.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-55651-7_17.pdf

Reference35 articles.

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3. L. Marengo and H. Tordjman (1995) Speculation, heterogeneity and learning: A model of exchange rate dynamics. Working Paper 95-17, IIASA, Vienna, Austria

4. J. Arifovic (1996) The behavior of the exchange rate in the genetic algorithm and experimental economies. Journal of Political Economy, 104:510–541

5. K. Steiglitz, M. L. Honig and L. M. Cohen (1996) A computational market model based on individual action, Market-Based Control: A Paradigm for Distributed Resource Allocation. S.H. Clearwater (Ed), World Scientific, New Jersey

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