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Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance]
From: |
Russell Standish |
Subject: |
Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance] |
Date: |
Thu, 27 Apr 2006 09:29:57 +1000 |
User-agent: |
Mutt/1.4.2.1i |
Whilst I sympathetic to your POV, I vaguely recall that Trond Andresen
was able to show this via a systems engineering model - see Andresen
(1999), Complexity International vol 6:
http://journal-ci.csse.monash.edu.au/ci/vol06/andresen/
The point of this model is that it is extremely simple - definitely
not agent based, but certainly nonlinear.
Cheers
On Thu, Apr 27, 2006 at 12:43:52AM +0200, Pietro Terna wrote:
>
> May be I'm too radical, but theory or data mining don't show
> that simple random behaving agents, if acting in a time sequence,
> tick per tick, produce bubbles or crasches.
>
> We can show the emergence only via simulation (agent based).
>
> Pietro
>
> _______________________________________________
> Modelling mailing list
> address@hidden
> http://www.swarm.org/mailman/listinfo/modelling
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A/Prof Russell Standish Phone 8308 3119 (mobile)
Mathematics 0425 253119 (")
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- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], (continued)
- 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
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Marcus G. Daniels, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Pietro Terna, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance], Marcus G. Daniels, 2006/04/26
- [Swarm-Modelling] parsimony and usage, glen e. p. ropella, 2006/04/26
- Re: [Swarm-Modelling] parsimony and usage, Marcus G. Daniels, 2006/04/26
- Re: [Swarm-Modelling] [Fwd: Re: [ABMs in finance],
Russell Standish <=