Katalin Boer und Agent-Based - Info zur Person

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Market Dynamics subject PhD Thesis Katalin Boer-Sorb - News -...

www.erim.eur.nl

On January 25, Katalin Boer-Sorbán has defended her PhD thesis entitled “Agent-Based Simulation of Financial Markets”. Her promotor is ...

About Katalin Boér-Sorbán: Computer scientist (1976-) | Biography ...peoplepill.com › people › katalin-boer-sorban

peoplepill.com

Katalin Boer-Sorbán: Agent-based simulation of financial markets. A modular, continuous-time approach, PhD Thesis, Erasmus University Rotterdam,

A framework for evidence-based policy making using IT - Hans Rudi...

books.google.no

1 Katalin Boer-Sorbán (EUR) Agent-based Simulation of Financial Markets: a Modular, Continuous-time Approach 2 Alexei Sharpanskykh (VU) On ...

Econophysics of Agent-Based Models - Google Books

books.google.no

The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in...

Insights in Reinforcement Learning - Hado Philip van Hasselt - Google...

books.google.no

... Investigations in Software Process Improvement Katalin Boer-Sorbán (EUR) Agent-Based Simulation of Financial Markets: A modular,continuoustime ...

A Modular Agent-Based Environment for Studying Stock Markets by...

papers.ssrn.com

Artificial stock markets are built with diffuse priors in mind regarding trading strategiesand price formation mechanisms. Diffuse priors are a natural conseque

Agent-based simulation of financial markets : a modular,...

www.worldcat.org

Diesen Titel erhalten Sie in einer Bibliothek! Agent-based simulation of financial markets : a modular, continuous-time approach. [Katalin Boer-Sorbán]

An Agent-Based Framework for Artificial Stock Markets - PDF Free...

docplayer.net

1 An Agent-Based Framework for Artificial Stock Markets Katalin Boer Mark Polman Arie de Bruin Uzay Kaymak Erasmus University Rotterdam, Faculty of Economics …

(PDF) An agent-based framework for artificial stock markets | Katalin...

www.academia.edu

Stock markets strive to provide an ecient trading platform for investors. Trading rules and mechanisms issued to accomplish this dier among stock markets, and...

An agent-based framework for artificial stock marketsciteseerx.ist.psu.edu › viewdoc › summary

citeseerx.ist.psu.edu

@INPROCEEDINGS{Boer04anagent-based, author = {Katalin Boer and Mark Polman and Arie Bruin and Uzay Kaymak}, title = {An agent-based framework for ...

[PDF] FROM DISCRETE‐TIME MODELS TO CONTINUOUS‐TIME, ASYNCHRONOUS...

www.semanticscholar.org

Most agent‐based simulation models of financial markets are discrete‐time in nature. In this paper, we investigate to what degree such models are extensible to...

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