U-Mart: 20-Year Experience of an Artificial Market Study

Author:

Kita Hajime

Publisher

Springer Singapore

Reference12 articles.

1. Arthur WB, Holland JH, LeBaron B, Palmer R, Tayler P (1996) Asset pricing under endogenous expectations in an artificial stock market. Technical report, Santa Fe Institute

2. Gilbert N (2008) Agent-based models. Sage Publications, Thousand Oaks

3. Hey T, Tansley S, Tolle K (eds) (2009) The fourth paradigm: data-intensive scientific discovery. Microsoft Research, Redmond

4. Kita H, Nakajima Y, Ono I (2006) An artificial market approach to institutional design for thin markets. In: SICE-ISASE international joint conference, pp 4596–4600

5. Kita H, Taniguchi K, Nakajima Y (eds) (2016) Realistic simulation of financial markets, analyzing market behavior by the third mode of science. Springer, Tokyo

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