Similar Search Results - EconBiz

Time Series Properties of an Artificial Stock Market.

Arthur, W.B.; LeBaron, B.; Palmer, R. - Wisconsin Madison - Social Systems - 1997

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.

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

USTRALIAN STOCK MARKET VOLATILITY: 1875-1987.

PAGAN, A.R.; KEARNS, P. - University of Rochester - Center for Economic Research … - 1990

Persistent link: https://www.econbiz.de/10005220933

Nonlinear Time Series, Complexity Theory, and Finance.

Brock, W.A.; De Lima, P.J.F. - Wisconsin Madison - Social Systems - 1995

Persistent link: https://www.econbiz.de/10005795224

Simple Increases in Risk and Their Comparative Statics for Portfolio Management.

Dionne, G.; Gollier, C. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005133077

Transactions Costs and Correlations in a Large Firm Index.

LeBaron, B. - Wisconsin Madison - Social Systems - 1991

Persistent link: https://www.econbiz.de/10005443502

Business Cycles and the Asset Structure of Foreign Trade.

Baxter, M.; Crucini, M. - University of Rochester - Center for Economic Research … - 1991

Persistent link: https://www.econbiz.de/10005698202

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