Toward Agent-Based Models for Investment

  title={Toward Agent-Based Models for Investment},
  author={J. Doyne Farmer},
s far as I know, no one currently uses agentbased models for investment. In the context of this presentation, an agent-based model involves a model for price formation and a model for agent behavior, including the models’ information inputs and how the inputs behave, which could involve learning. From an investor’s point of view, agentbased models represent a new direction that may or may not result in more practical investment models. From an academic’s point of view, agent-based models are… CONTINUE READING
Highly Cited
This paper has 27 citations. REVIEW CITATIONS
16 Citations
0 References
Similar Papers

Similar Papers

Loading similar papers…