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[Swarm-Modelling] [Fwd: Re: [ABMs in finance]
From: |
Steve Railsback |
Subject: |
[Swarm-Modelling] [Fwd: Re: [ABMs in finance] |
Date: |
Fri, 21 Apr 2006 09:17:40 -0700 |
User-agent: |
Thunderbird 1.5 (Windows/20051201) |
-------- Original Message --------
Subject: Re: [Swarmfest2006] Keynote speakers
Date: Fri, 21 Apr 2006 13:49:54 +0200
From: Pietro Terna <address@hidden>
At 13.09 21/04/2006, you wrote:
Pietro Terna wrote:
I disagree totally: abm in finance is about behavior
Well, let me clarify.. On NYSE or LSE, for example, the transaction
...
But how can you obtain results like that of:
Daniels, M.G., Farmer, J.D., Iori, G., Smith, E. (2002), /How storing
supply and demand affects price diffusion/, Santa Fe working paper at
www.santafe.edu/sfi/publications/Working-Papers/02-01-001.pdf
<http://www.santafe.edu/sfi/publications/Working-Papers/02-01-001.pdf>
or
J. Doyne Farmer, Paolo Patelli, and Ilija I. Zovko, The predictive power
of zero intelligence
in financial markets, 2254?2259 PNAS February 8, 2005 vol. 102 no. 6
or (let me cite myself)
P. Terna (2002
<http://web.econ.unito.it/terna/deposito/book2terna_pdf.zip>), Cognitive
Agents Behaving in a Simple Stock Market Structure, in F. Luna and A.
Perrone (eds), /Agent-Based Methods in Economics and Finance:
Simulations in Swarm/. Dordrecht and London, Kluwer Academic.
http://web.econ.unito.it/terna/deposito/book2terna_pdf.zip
without ABM?
Pietro
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance],
Steve Railsback <=
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Steve Railsback, 2006/04/21
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/25
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], glen e. p. ropella, 2006/04/25
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], docgca, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], glen e. p. ropella, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Marcus G. Daniels, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/27