Realistic simulation of financial markets : analyzing market behaviors by the third mode of science /: analyzing market behaviors by the third mode of science. ([2016])

• Record Type: Book
• Further Information: Note: Hajime Kita, Kazuhisa Taniguchi, Yoshihiro Nakajima, editors.
• Editors: Kita, Hajime; Taniguchi, Kazuhisa; Nakajima, Yoshihiro
• Contents: Part I U-Mart System: The first test bed of the Third Mode of Science -- 1 A Guided Tour of the Backside of Agent-Based Simulation -- 2 Research on ABS and Artificial Market -- 3 Building Artificial Markets for Evaluating Market Institutions and Trading Strategies -- 4 A Perspective on the Future of the Smallest Big Project in the World -- Part II Applications of Artificial Markets -- 5 Evolution of Day Trade Agent Strategy by means of Genetic Programming with Machine Learning -- 6 How to Estimate Market Maker Models in an Artificial Market -- 7 The Effect of Resilience in Optimal Execution with Artificial Market Approach -- 8 Observation of Trading Process, Exchange, and Market -- Index.
• Publisher Details: Japan : Springer
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 332.60285; Investments -- Computer simulation; BUSINESS & ECONOMICS -- Economics -- General; BUSINESS & ECONOMICS -- Reference; Investments -- Computer simulation; Economics; Macroeconomics/Monetary Economics//Financial Economics; Finance, general; Economic Theory/Quantitative Economics/Mathematical Methods; Electronic books; Electronic books
• Languages: English
• ISBNs: 9784431550570; 4431550577
• Related ISBNs: 9784431550563; 4431550569
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.