Les marchés financiers artificiels

Abstract

Agent-based computational finance (i.e. financial simulations of stock markets using artificial intelligence) has provoked an increasing amount of interest these past ten years. Based on models dealing with many heterogeneous interacting agents, this field provides an interesting experimental method to investigate the world of finance viewed as an evolving complex system. It also allows for a perfectly controlled study of various cognitive mechanisms in the emergence of financial dynamics. Agent-based computational finance (i.e. financial simulations of stock markets using artificial intelligence) has provoked an increasing amount of interest these past ten years. Based on models dealing with many heterogeneous interacting agents, this field provides an interesting experimental method to investigate the world of finance viewed as an evolving complex system. It also allows for a perfectly controlled study of various cognitive mechanisms in the emergence of financial dynamics. © 2009 Lavoisier. Tous droits réservés pour tous pays.