Darley V., Outkin A., A NASDAQ Market Simulation

формат pdf
размер 2.65 МБ
добавлен 14 сентября 2011 г.

Singapore, World Scientific Publishing Co. Pte. Ltd., 2007. - 167p.

Книга посвящена моделированию динамики рынка на примере индекса NASDAQ на основе моделирования коллективом автономно действующих агентов (agent-based model), обсуждаются показанное такой моделью поведение рынка и его сопоставление с реальным рынком, рассматриваются возможности развития модели.
Для научных работников и аспирантов в области финансовой математики.

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