Evolution and anti-evolution in a minimal stock market model

DOI10.1016/S0378-4371(03)00396-0zbMath1049.91052MaRDI QIDQ1397358

R. Rothenstein, Klaus Pawelzik

Publication date: 27 July 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

future priceiterated successive-return predictionslarge random-agent number

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites Work

• Artificial economic life: A simple model of a stockmarket
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Correlation structure of extreme stock returns
• Introduction to Econophysics