Les marchés financiers artificiels

Olivier Brandouy, Philippe Mathieu and Bruno Beaufils

Revue française de gestion, 2006, vol. 165, issue 6, 161-180

Abstract: Agent-based computational finance (i.e. financial simulations of stock markets using artificial intelligence) has provoked an increasing amount of interest these past ten years. Based on models dealing with many heterogeneous interacting agents, this field provides an interesting experimental method to investigate the world of finance viewed as an evolving complex system. It also allows for a perfectly controlled study of various cognitive mechanisms in the emergence of financial dynamics.

Date: 2006
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