Vidal's libraryTitle: | Can Irrational Investors Survive? A Social-Computing Perspective |
Author: | Yongjie Zhang and Wei Zhang |
Journal: | IEEE Intelligent Systems |
Volume: | 22 |
Number: | 5 |
Pages: | 58--64 |
Publisher: | IEEE Computer Society |
Year: | 2007 |
DOI: | 10.1109/MIS.2007.82 |
Abstract: | Extending finance theories using agent-based computational methods serves two purposes. First, it contributes to solving the intractability problem in behavioral-finance research. Second, it enlarges the agent-based method's application domain. The authors describe their research to extend behavioral finance using agent-based computing, then investigate some key issues in designing artificial stock markets. As their experiments show, agent-based modeling makes a meaningful contribution in extending financial economic theories. This article is part of a special issue on social computing. |
@Article{zhang07a,
author = {Yongjie Zhang and Wei Zhang},
title = {Can Irrational Investors Survive? A Social-Computing
Perspective},
journal = {{IEEE} Intelligent Systems},
volume = 22,
number = 5,
year = 2007,
issn = {1541-1672},
pages = {58--64},
doi = {10.1109/MIS.2007.82},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
abstract = {Extending finance theories using agent-based
computational methods serves two purposes. First, it
contributes to solving the intractability problem in
behavioral-finance research. Second, it enlarges the
agent-based method's application domain. The authors
describe their research to extend behavioral finance
using agent-based computing, then investigate some
key issues in designing artificial stock markets. As
their experiments show, agent-based modeling makes a
meaningful contribution in extending financial
economic theories. This article is part of a special
issue on social computing.},
url = {http://jmvidal.cse.sc.edu/library/zhang07a.pdf},
}
Last modified: Wed Mar 9 10:16:48 EST 2011