Heterogeneity and Endogenous Nonlinearity in an Artificial Stock Model.
Hongquan LiWei ShangShouyang WangPublished in: ICCS (2) (2008)
Keyphrases
- mathematical model
- objective function
- statistical model
- computational model
- high level
- cost function
- theoretical analysis
- parameter estimation
- study proposes
- data sets
- sensitivity analysis
- conceptual model
- process model
- theoretical framework
- expectation maximization
- probability distribution
- video sequences
- multi agent
- artificial intelligence