Econophysics review: II. Agent-based models
نویسندگان
چکیده
منابع مشابه
Econophysics: Empirical facts and agent-based models
This article aims at reviewing recent empirical and theoretical developments usually grouped under the term Econophysics. Since its name was coined in 1995 by merging the words “Economics” and “Physics”, this new interdisciplinary field has grown in various directions: theoretical macroeconomics (wealth distributions), microstructure of financial markets (order book modeling), econometrics of f...
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3 4 Robin Matthews, Nigel Gilbert, Alan Roach, Gary Polhill, & Nick Gotts 5 6 7 8 9 10 R B Matthews (Corresponding author) • J G Polhill • N M Gotts 11 Integrated Land Use Systems Group 12 Macaulay Institute 13 Craigiebuckler 14 Aberdeen AB15 8QH 15 United Kingdom. 16 Email: [email protected] 17 Tel: +44 (0) 1224 498261 18 Fax: +44 (0) 1224 311556 19 20 21 N G Gilbert • A Roach 22 Depar...
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2011
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2010.539249