Notes
†See Sargent (Citation1994) and Kahneman (Citation2003) for the the theoretical underpinning of bounded rationality from the statistical and behavioural point of view, respectively. See LeBaron (Citation2006) for a survey of research on computational finance with boundedly rational agents.
Sargent
,
J.T
.
1994
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Bounded Rationality in Macroeconomics
,
New York
:
Oxford University Press
.
Kahneman
,
D
.
2003
.
Maps of bounded rationality: psychology for behavioral economics
.
Am. Econ. Rev.
,
93
(
5
)
:
1449
–
1475
.
LeBaron
,
B
.
2006
.
“
Agent-based computational finance
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Handbook of Computational Economics
,
Edited by:
Tesfatsion
,
L
and
Judd
,
K
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Amsterdam
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North-Holland
.