Re: Possibly interesting papers on ABM's in finance

[Jan Kreft]

How rich are they now?

Regards, Jan.

On Thu, 7 Jun 2001, Ken Gosier wrote:

> 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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