| ISBN: | 9784431550563 (hbk.) : |
|---|
| ISBN: | 4431550569 (hbk.) |
| 编目源: | YDX YDX N$T IDEBK EBLCP AZU SNK OCLCF OCLCO CIBTC |
| 题名: | Realistic simulation of financial markets : analyzing market behaviors by the third mode of science / Hajime Kita, Kazuhisa Taniguchi, Yoshihiro Nakajima, editors. |
| 索书号: | F830.59/K62E |
| 出版发行项: | Japan : Springer, c2016. |
| 载体形态: | xv, 197 p. : ill. (some col.) ; 25 cm. |
| 书目附注: | Includes bibliographical references and index. |
| 格式化内容附注: | Part I U-Mart System: The first test bed of the Third Mode of Science -- 1 A Guided Tour of the Backside of Agent-Based Simulation -- 2 Research on ABS and Artificial Market -- 3 Building Artificial Markets for Evaluating Market Institutions and Trading Strategies -- 4 A Perspective on the Future of the Smallest Big Project in the World -- Part II Applications of Artificial Markets -- 5 Evolution of Day Trade Agent Strategy by means of Genetic Programming with Machine Learning -- 6 How to Estimate Market Maker Models in an Artificial Market -- 7 The Effect of Resilience in Optimal Execution with Artificial Market Approach -- 8 Observation of Trading Process, Exchange, and Market -- Index. |