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
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
收藏
页码:254 / 261
页数:8
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