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Agent-based computational finance (2006)
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by
Blake Lebaron
| Venue: | in Handbook of Computational Economics, Agent-based Computational Economics |
| Citations: | 100 - 3 self |
BibTeX
@INPROCEEDINGS{Lebaron06agent-basedcomputational,
author = {Blake Lebaron},
title = {Agent-based computational finance},
booktitle = {in Handbook of Computational Economics, Agent-based Computational Economics},
year = {2006}
}
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Abstract
This paper surveys research on computational agent-based models used in finance. It will concentrate on models where the use of computational tools is critical in the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.
