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Financial market design by an agent-based model

Record Type:	Electronic resources : Monograph/item
Title/Author:	Financial market design by an agent-based modelby Takanobu Mizuta, Isao Yagi.
Author:	Mizuta, Takanobu.
other author:	Yagi, Isao.
Published:	Singapore :Springer Nature Singapore :2025.
Description:	xiv, 237 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Artificial intelligenceFinancial applications.
Online resource:	https://doi.org/10.1007/978-981-96-1713-5
ISBN:	9789819617135$q(electronic bk.)

Financial market design by an agent-based model
Mizuta, Takanobu.

Financial market design by an agent-based model[electronic resource] /by Takanobu Mizuta, Isao Yagi. - Singapore :Springer Nature Singapore :2025. - xiv, 237 p. :ill., digital ;24 cm. - Evolutionary economics and social complexity science,v. 332198-4212 ;. - Evolutionary economics and social complexity science ;v.1..

Part 1. Importance and Model -- Chapter 1. Financial Market Design and Agent-Based Model -- Chapter 2. Base Model for Financial Market Design -- Part 2. Cases -- Chapter 3. Regulations/Rules -- Chapter 4. AI Traders/High Frequency Trades -- Chapter 5. New Financial Exchanges for High-Speed Era -- Chapter 6. Nature of Financial Market Phenomena -- Chapter 7. Active and Passive Funds -- Part 3. Summary and difficulty of this field -- Chapter 8. Summary and Difficulties of this Field.

This is the first book to focus on designing a financial market that works well, and that includes making and/or modulating detailed regulations and/or rules, by a computer simulation of an agent-based artificial financial market model (ABAFMM). The design of a financial market is very important for the development and maintenance of an advanced economy, but designing it is not easy because changes in detailed rules, even those that seem trivial, sometimes have unexpectedly large impacts and side effects in a financial market, which is a complex system. Traditional economics cannot treat a financial market as a complex system in which micro-macro interaction and feedback loops have played essential roles, because traditional economics can only treat macrophenomena and micro processes separately. ABAFMM can do it, however. This book explains, first, why ABAFMMs are needed to design financial markets and which models have good features. Following that explanation, the book discusses how to build the models. Then, cases of recent studies and their contributions are shown, and finally, the difficulties of researchers in this field are considered. This book is expected to facilitate the design of more ABAFMMs to contribute to creating financial markets that will further develop and maintain advanced economies.

ISBN: 9789819617135$q(electronic bk.)

Standard No.: 10.1007/978-981-96-1713-5doiSubjects--Topical Terms:

890884
Artificial intelligence
--Financial applications.

LC Class. No.: HG4515.5

Dewey Class. No.: 332.028563

Financial market design by an agent-based model
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520 $a This is the first book to focus on designing a financial market that works well, and that includes making and/or modulating detailed regulations and/or rules, by a computer simulation of an agent-based artificial financial market model (ABAFMM). The design of a financial market is very important for the development and maintenance of an advanced economy, but designing it is not easy because changes in detailed rules, even those that seem trivial, sometimes have unexpectedly large impacts and side effects in a financial market, which is a complex system. Traditional economics cannot treat a financial market as a complex system in which micro-macro interaction and feedback loops have played essential roles, because traditional economics can only treat macrophenomena and micro processes separately. ABAFMM can do it, however. This book explains, first, why ABAFMMs are needed to design financial markets and which models have good features. Following that explanation, the book discusses how to build the models. Then, cases of recent studies and their contributions are shown, and finally, the difficulties of researchers in this field are considered. This book is expected to facilitate the design of more ABAFMMs to contribute to creating financial markets that will further develop and maintain advanced economies.
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