Time Series Properties of an Artificial Stock Market

W.B. Arthur, Blake Lebaron () and R. Palmer

Working papers from Wisconsin Madison - Social Systems

Abstract: This paper presents results from an experiemtal computer simulated stock market. In this market artificial intelligence algorithms take on the role of traders. They make predictions about the future, and buy and sell stock an indicated by their expectations of future risk and return.

Keywords: FINANCIAL MARKET; TIME SERIES (search for similar items in EconPapers)
JEL-codes: C22 G18 (search for similar items in EconPapers)
Pages: 32 pages
Date: 1997
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Citations: View citations in EconPapers (7)

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Journal Article: Time series properties of an artificial stock market (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:att:wimass:9725

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