Agent-based computational finance: Suggested readings and early research

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Adaptation in Natural and Artificial Systems. University of Michigan Press, Ann Arbor, MI. Holland, J.H., Holyoak, K.J., Nisbett, R.E., Thagard, P.R., 1986. Induction. MIT Press, Cambridge, MA. Kareken, 1981, On the indeterminacy of equilibrium exchange rates, Quarterly Journal of Economics, 96, 207, 10.2307/1882388 Kirman, 1993, Ants, rationality, and recruitment, Quarterly Journal of Economics, 108, 137, 10.2307/2118498 Kocherlakota, 1996, The equity premium: It's still a puzzle, Journal of Economic Literature, 34, 42 Kuan, 1994, Artificial neural networks: an econometric perspective, Econometric Reviews, 13, 1, 10.1080/07474939408800273 LeBaron, B., 1998. Technical trading rules and regime shifts in foreign exchange. In: Acar E., Satchell, S. (Eds.), Advanced Trading Rules. Butterworth-Heinemann, London, pp. 5–40. LeBaron, B., Arthur, W.B., Palmer, R., 1999. Time series properties of an artificial stock market. Journal of Economic Dynamics and Control, forthcoming. 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