자료유형 | E-Book |
---|---|
개인저자 | Brinkman, Erik. |
단체저자명 | University of Michigan. Computer Science & Engineering. |
서명/저자사항 | Understanding Financial Market Behavior through Empirical Game-Theoretic Analysis. |
발행사항 | [S.l.] : University of Michigan., 2018 |
발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
형태사항 | 103 p. |
소장본 주기 | School code: 0127. |
ISBN | 9780438127036 |
일반주기 |
Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B.
Adviser: Michael P. Wellman. |
요약 | Financial market activity is increasingly controlled by algorithms, interacting through electronic markets. Unprecedented information response times, autonomous operation, use of machine learning and other adaptive techniques, and ability to pro |
요약 | Some of the incentives traders face arise from the complexities of modern market structure. Recent studies have turned to agent-based modeling as a way to capture behavioral response to this structure. Agent-based modeling is a simulation paradi |
요약 | I use empirical game-theoretic analysis, a methodology for computing approximately rational behavior in agent-based models, to investigate three important aspects of market structure. First, I evaluate the impact of strategic bid shading on agen |
일반주제명 | Computer science. |
언어 | 영어 |
기본자료 저록 | Dissertation Abstracts International79-12B(E). Dissertation Abstract International |
대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T15000591 |
인쇄
No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
---|---|---|---|---|---|---|---|---|
1 | WE00025210 | DP 004 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출불가(별치) |