Possibly interesting papers on ABM's in finance

[Ken Gosier]

Just in case people are interested: I came across another
group applying agent-based models to financial markets.
Their group has a bunch of papers here:

http://www.finance.ox.ac.uk/Papers/MathematicalFinance/index.htm

There's a small article about this group in the current
Economist. What's interesting is that they hope to use
ABM's to actually predict future price changes, rather than
just describe the distribution, dynamics, etc. in an
explanatory sense. Supposedly they have a method which in
one backtest on FX data produced a large return. At this
point their method is secret, patent pending, blah blah blah...

=====
Ken Gosier
address@hidden

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