| dc.date.accessioned | 2004-10-20T20:48:45Z | |
| dc.date.accessioned | 2018-11-24T10:23:13Z | |
| dc.date.available | 2004-10-20T20:48:45Z | |
| dc.date.available | 2018-11-24T10:23:13Z | |
| dc.date.issued | 1998-09-01 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/7174 | |
| dc.identifier.uri | http://repository.aust.edu.ng/xmlui/handle/1721.1/7174 | |
| dc.description.abstract | Various studies of asset markets have shown that traders are capable of learning and transmitting information through prices in many situations. In this paper we replace human traders with intelligent software agents in a series of simulated markets. Using these simple learning agents, we are able to replicate several features of the experiments with human subjects, regarding (1) dissemination of information from informed to uninformed traders, and (2) aggregation of information spread over different traders. | en_US |
| dc.format.extent | 30 p. | en_US |
| dc.format.extent | 6592261 bytes | |
| dc.format.extent | 5584146 bytes | |
| dc.language.iso | en_US | |
| dc.subject | AI | en_US |
| dc.subject | MIT | en_US |
| dc.subject | Artificial Intelligence | en_US |
| dc.subject | artificial traders | en_US |
| dc.subject | artificial markets | en_US |
| dc.subject | rational expectations model | en_US |
| dc.subject | experimental economics | en_US |
| dc.title | Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders | en_US |
