FROM DISCRETE-TIME MODELS TO CONTINUOUS-TIME, ASYNCHRONOUS MODELING OF FINANCIAL MARKETS-Reference-Cited by-同舟云学术

FROM DISCRETE-TIME MODELS TO CONTINUOUS-TIME, ASYNCHRONOUS MODELING OF FINANCIAL MARKETS

Published:2007-05 Issue:2 Volume:23 Page:142-161
ISSN:0824-7935
Container-title:Computational Intelligence
language:en
Short-container-title:Computational Intell

Author:

Boer Katalin,Kaymak Uzay,Spiering Jaap

Publisher

Wiley

Subject

Artificial Intelligence,Computational Mathematics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-8640.2007.00302.x/fullpdf

Reference20 articles.

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2. K.Boer, M.Polman, de. BruinA, and U.Kaymak. 2004 . An agent-based framework for artificial stock markets .In16th Belgian-Dutch Conference on Artificial Intelligence (BNAIC'04), pp.83 -90 .

3. K.Boer, A. deBruin, and U.Kaymak. 2005 . On the design of artificial stock markets . ERIM Report Series Research in Management, ERS-2005-001-LIS. Available athttp://hdl.handle.net/1765/1900.

4. K.Boer, A. deBruin, and U.Kaymak. 2005 . A modular agent-based environment for studying stock markets . ERIM Report Series Research in Management, ERS-2005-017-LIS. Available athttp://hdl.handle.net/1765/1929.

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