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Understanding Financial Market Behavior through Empirical Game-Theoretic Analysis
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Understanding Financial Market Behavior through Empirical Game-Theoretic Analysis. |
| 개인저자 | Brinkman, Erik. |
| 단체저자명 | University of Michigan. Computer Science & Engineering. |
| 발행사항 | [S.l.]: University of Michigan., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 103 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-12B(E). Dissertation Abstract International |
| ISBN | 9780438127036 |
| 학위논문주기 | Thesis (Ph.D.)--University of Michigan, 2018. |
| 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 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
