Agent-based Computational Finance

@inproceedings{LeBaron2004AgentbasedCF,
  title={Agent-based Computational Finance},
  author={Blake LeBaron},
  year={2004}
}
This paper surveys research on computational agent-based models used in finance. It will concentrate on models where the use of computational tools is critical in the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings. ∗International Business School, Brandeis University, 415 South Street, Mailstop 32, Waltham, MA 02453 2728, blebaron@brandeis.edu, www.brandeis.edu/∼blebaron. The author is also a faculty research… CONTINUE READING
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