Agent-based computational modeling of the stock price-volume relation
Information Sciences: an International Journal - Special issue: Computational intelligence in economics and finance
Computational Economics: Help for the Underestimated Undergraduate
Computational Economics
Handbook of Computational Economics, Volume 2: Agent-Based Computational Economics (Handbook of Computational Economics)
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This paper presents the computational results obtained in the strategy experiments in an artificial futures market with human subjects. Participants submit their own strategy files and they receive the performances of all the market participants in order to improve for the next round. After two-round experiments, simulations with only machine agents are run. We find that the time series data support so-called stylized facts in some regards and that experiments of human subjects seem to make the prices be closer to a theoretical value.