Strategic Agent-Based Modeling of Financial Markets
Understanding the implications of algorithmic trading calls for modeling financial markets at a level of fidelity that often precludes analytic solution. We describe how agent-based simulation modeling can be combined with game-theoretic reasoning to examine the effects of market variables on outcom...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Russell Sage Foundation
2017-01-01
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Series: | RSF: The Russell Sage Foundation Journal of the Social Sciences |
Subjects: | |
Online Access: | http://www.rsfjournal.org/doi/full/10.7758/RSF.2017.3.1.06 |