Toward Agent-Based Models for Investment

@inproceedings{Farmer2001TowardAM,
  title={Toward Agent-Based Models for Investment},
  author={J. Doyne Farmer},
  year={2001}
}
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
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