Expected utility or prospect theory: Which better fits agent-based modeling of markets?

Paulo André Lima de Castro, Anderson Rodrigo Barreto Teodoro, Luciano Irineu de Castro, Simon Parsons. Expected utility or prospect theory: Which better fits agent-based modeling of markets?. J. Comput. Science, 17:97-102, 2016. [doi]

Authors

Paulo André Lima de Castro

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Anderson Rodrigo Barreto Teodoro

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Luciano Irineu de Castro

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Simon Parsons

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