Yapay Finansal Market Modelleme: Ajan Temelli Yaklaşım

Author:

BEYHAN Hidayet,ÜLENGİN Burç

Publisher

Maliye Finans Yazilari

Subject

Materials Chemistry

Reference36 articles.

1. Alfi, V., M. Cristelli, L. Pietronero, and A. Zaccaria (2009), Minimal agent based model for financial markets I: origin and self-organization of stylized fatcs, The European Physical Journal B, 67(3), 385– 397.

2. Aloud, M., E. Tsang, and R. Olsen (2012), Modelling the FX market traders’ behaviour: an agentbased approach, Chapter 15, in Simulation in Computational Finance and Economics: Tools and Emerging Applications, edited by B. Alexandrova-Kabadjova, S. Martinez-Jaramillo, A. Garcia-Almanza, and E. Tsang, IGI Global, Hershey, Pennsylvania, 202-228.

3. Arifovic, J. (1994), Genetic algorithm learning and the cobweb model, Journal of Economic Dynamics & Control, 18, 3–28

4. Arifovic, J. (2001), Evolutionary dynamics of currency substitution, Journal of Economic Dynamics & Control, 25, 395–417.

5. Arthur, W. (1991), Designing economic agents that act like human agents: a behavioral approach to bounded rationality, American Economic Review, 81, 353–359.

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