Explaining stock return distributions via an agent-based model (Q6543309)
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scientific article; zbMATH DE number 7852995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explaining stock return distributions via an agent-based model |
scientific article; zbMATH DE number 7852995 |
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Explaining stock return distributions via an agent-based model (English)
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24 May 2024
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complexity analysis
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multiscale entropy
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agent-based modelling
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mixed Gaussian models
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stock return distributions
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expectation-maximization algorithm
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