Time Series Properties of an Artificial Stock Market.

This paper presents results from an experiemtal computer simulated stock market. In this market artificial intelligence algorithms take on the role of traders. They make predictions about the future, and buy and sell stock an indicated by their expectations of future risk and return.

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Year of publication:	1997
Authors:	Arthur, W.B. ; LeBaron, B. ; Palmer, R.
Institutions:	Wisconsin Madison - Social Systems
Subject:	FINANCIAL MARKET \| TIME SERIES

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Series:	Working papers.
Type of publication:	Book / Working Paper
Notes:	32 pages
Classification:	C22 - Time-Series Models ; G18 - Government Policy and Regulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005200426