Arie de Bruin

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

284

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

On the Design of Artificial Stock Markets

Number of pages: 48 Posted: 06 Apr 2005
Katalin Boer-Sorban, Arie de Bruin and U. Kaymak
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus Research Institute of Management (ERIM) and Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science
Downloads 199 (180,820)

Abstract:

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market microstructure, financial markets, agent-based computational economics, artificial stock markets, uncertainty modeling

2.

A Modular Agent-Based Environment for Studying Stock Markets

ERIM Report Series Reference No. ERS-2005-017-LIS
Number of pages: 26 Posted: 26 Feb 2008
Katalin Boer-Sorban, U. Kaymak and Arie de Bruin
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus Research Institute of Management (ERIM)
Downloads 85 (345,375)

Abstract:

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computational economics, agent-based modelling, artificial stock markets, behavioural finance, simulatiemodellen