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Simulating Artificial Stock Markets with Efficiency

  • Conference paper
Highlights on Practical Applications of Agents and Multi-Agent Systems

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 156))

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Introduction

Stock markets have been studied for years in economy and finance academic departments by relying on the idea of a general homo economicus that makes rational choices. Classical approaches use equational representation to enable a global markets characterization, but they fail to explain the link between individual behaviours and the global market dynamic and trends that emerge.

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Author information

Authors and Affiliations

  1. Computer Science Dept. LIFL (UMR CNRS 8022), Université Lille 1, Lille, France

    Philippe Mathieu & Yann Secq

Authors
  1. Philippe Mathieu
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  2. Yann Secq
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Corresponding author

Correspondence to Philippe Mathieu .

Editor information

Editors and Affiliations

  1. Escuela Universitaria de Informática, Universidad Pontificia de Salamanca, Compañía 5, Salamanca, 37002, Spain

    Javier Bajo Pérez

  2. , Facultad de Informática, Universidad Pontificia de Salamanca, Compañía 5, Salamanca, 37002, Spain

    Miguel A. Sánchez

  3. Technologies de Lille, LIFL UMR CNRS 8022, Université des Sciences et, Bâtiment M3 (extension), Villeneuve d’Ascq, 59655, France

    Philippe Mathieu

  4. Faculty of Science, Department of Computing Science, University of Salamanca, Plaza de la Merced S/N, Salamanca, 37008, Spain

    Juan M. Corchado Rodríguez

  5. , LAMIH (UMR CNRS 8530), Universite de Valenciennes, Le Mont Houy, Valenciennes, 59313, France

    Emmanuel Adam

  6. , Departamento de Ingeniería, Ciudad Universitaria de Cantoblanco, Madrid, 28049, Spain

    Alfonso Ortega

  7. Universidad de Salamanca, Plaza de la Merced S/N, Salamanca, 37008, Spain

    María N. Moreno

  8. , Departamento de Informática, University of Castilla-La Mancha, Campus Universitario s/n, Albacete, 02071, Spain

    Elena Navarro

  9. EBTIC, Khalifa University, Abu Dhabi Campus, Abu Dhabi, Utd.Arab.Emir.

    Benjamin Hirsch

  10. , Departamento de Engenharia Informática, Universidade do Porto, Rua Dr. Roberto Frias, s/n, Porto, 4200-465, Portugal

    Henrique Lopes-Cardoso

  11. Universidad Politécnica de Valencia, Camino de Vera s/n, Valencia, 46022, Spain

    Vicente Julián

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Mathieu, P., Secq, Y. (2012). Simulating Artificial Stock Markets with Efficiency. In: Pérez, J., et al. Highlights on Practical Applications of Agents and Multi-Agent Systems. Advances in Intelligent and Soft Computing, vol 156. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28762-6_41

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  • DOI: https://doi.org/10.1007/978-3-642-28762-6_41

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-28761-9

  • Online ISBN: 978-3-642-28762-6

  • eBook Packages: EngineeringEngineering (R0)

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