Evolving dynamics of trading behavior based on coordination game in complex networks

DOI10.1016/J.PHYSA.2015.12.113zbMath1400.91112OpenAlexW2229720418MaRDI QIDQ1619269

Lu Xu, Jin-Sheng Li, Yuetang (Peter) Bian

Publication date: 13 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.physa.2015.12.113

zbMATH Keywords

complex networkscoordination gameevolution modeltrading behavior

Mathematics Subject Classification ID

Games involving graphs (91A43) Financial applications of other theories (91G80)

Related Items (4)

Effects of fundamentals acquisition and strategy switch on stock price dynamics ⋮ Risk contagion in inter-firm credit guarantee network ⋮ Study of the variable growth hypernetworks influence on the scaling law ⋮ A model for evolution of investors behavior in stock market based on reinforcement learning in network

Cites Work

• Unnamed Item
• Analysis of a heterogeneous trader model for asset price dynamics
• Market dynamics when agents anticipate correlation breakdown
• A dynamic economic model with discrete time and consumer sentiment
• The cellular automaton model of investment behavior in the stock market
• Statistical mechanics of complex networks
• Emergence of Scaling in Random Networks
• BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
• Collective dynamics of ‘small-world’ networks

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