If you couldn't make it to the live webinar, check out the video here, which has been uploaded. The real beginning of the webinar starts at minute 6:42.
Please see attached papers and some links on relevant resources following Blake LeBaron's talk via Blake:
Two are papers of mine (Blake) on agent-based financial markets. Both deal with replicating key features in data. One is a little more radical about its approaches/results (the one with Minsky in the title). The other (published one) is a little more conservative, but not too.
Two big resources from the web:
1)I arranged a big conference in DC about a year ago on heterogeneity and agent-based stuff. I’ve put LOTS of stuff (even talk videos) up on the web from it. Here is the whole thing.
http://people.brandeis.edu/~blebaron/agentConference/
My intro (only 5 minutes) might be a nice summary:
http://people.brandeis.edu/~blebaron/agentConference/Introduction/Introduction.html
2) I have been attempting to begin building a short course on agent-based modeling for finance. It is definitely still incomplete. The idea was to go through some basics, and to give people lots of code to try stuff.
http://people.brandeis.edu/~blebaron/classes/agentfin/
Attachments: