Hakman, A. Wan, Hunter, Andrew and Dunne, Peter (2002) Autonomous agent models of stock markets. Artificial Intelligence Review, 17 (2). pp. 87-128. ISSN 1573-7462
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| Item Type: | Article |
|---|---|
| Item Status: | Live Archive |
Abstract
The use of artificial agents in the study of stock markets has aroused much interest in the past two decades. Models of markets consisting of agents were built to reinforce or
question theories in economics – including the principle of “negative feedback”, the Efficient Market Hypothesis, and chaos theory. In this article, we review the development of these agent models, highlight key design issues and problems, and suggest some directions for future
research.
| Additional Information: | The use of artificial agents in the study of stock markets has aroused much interest in the past two decades. Models of markets consisting of agents were built to reinforce or question theories in economics – including the principle of “negative feedback”, the Efficient Market Hypothesis, and chaos theory. In this article, we review the development of these agent models, highlight key design issues and problems, and suggest some directions for future research. |
|---|---|
| Keywords: | Economic models, Markets |
| Subjects: | L Social studies > L100 Economics |
| Divisions: | College of Science > School of Computer Science |
| ID Code: | 664 |
| Deposited On: | 21 Sep 2007 |
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