Agent-based Computational Finance

Genetic algorithms in search, optimization, and machine learning

1989 • 49,726 citations

Adaptation in natural and artificial systems

1975 • 36,178 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

The Use of Knowledge in Society

1996 • 7,021 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

Noise Trader Risk in Financial Markets

1990 • 6,029 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

The variation of certain speculative prices

1997 • 4,766 citations

Uncertainty, Evolution, and Economic Theory

1950 • 4,028 citations

Micromotives and Macrobehavior

1981 • 4,009 citations

On the impossibility of informationally efficient markets

1980 • 3,972 citations

Essays in Positive Economics.

1954 • 3,297 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Théorie de la spéculation

1900 • 2,440 citations

The Economy as an Evolving Complex System II

2018 • 2,440 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Stock Prices and Volume

1992 • 1,388 citations

Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

1990 • 1,006 citations

The Random Character of Stock Market Prices

1968 • 931 citations

Bulls, bears and market sheep

1990 • 611 citations

Learning, estimation, and the stability of rational expectations

1982 • 511 citations

The price dynamics of common trading strategies

2002 • 494 citations

Nonlinear Dynamic Structures

1993 • 465 citations

On the Indeterminacy of Equilibrium Exchange Rates

1981 • 448 citations

Heterogeneous Agent Models in Economics and Finance

2005 • 390 citations

Money as a medium of exchange in an economy with artificially intelligent agents

1990 • 356 citations

On The Dynamic Behavior of Prices in Disequilibrium

1980 • 302 citations

Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market

2001 • 267 citations

Agent—Based Models and Human Subject Experiments ∗

2005 • 240 citations

The Equity Risk Premium: A Solution?

1988 • 216 citations

Market "Efficiency" in a Market with Heterogeneous Information

1978 • 156 citations

Investment rules, margin, and market volatility

1989 • 144 citations

Fuzzy inductive reasoning, expectation formation and the behavior of security prices

2001 • 83 citations

Explaining the Demand for Dollars: International Rates of Return and the Expectations of Chartists and Fundamentalists

1986 • 66 citations

Theory of Valuation: Frontiers of Modern Financial Theory

1989 • 34 citations

A simulation model of stock exchange trading

1983 • 33 citations