Artificial economic life: A simple model of a stockmarket
From MaRDI portal
Publication:1817045
DOI10.1016/0167-2789(94)90287-9zbMath0860.90042OpenAlexW2061165362MaRDI QIDQ1817045
W. Brian Arthur, R. G. Palmer, John H. Holland, Paul Tayler, Blake LeBaron
Publication date: 1 December 1996
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/31402
Related Items (34)
Econophysics: past and present ⋮ Static and dynamic factors in an information-based multi-asset artificial stock market ⋮ Effects of fundamentals acquisition and strategy switch on stock price dynamics ⋮ Traders' networks of interactions and structural properties of financial markets: an agent-based approach ⋮ Development of an agent-based speculation game for higher reproducibility of financial stylized facts ⋮ Examining the effectiveness of price limits in an artificial stock market ⋮ Connectivity, information jumps, and market stability: an agent-based approach ⋮ A learning-to-forecast experiment on the foreign exchange market with a classifier system ⋮ Multiagent systems for modeling the information game in a financial market ⋮ Information-based multi-assets artificial stock market with heterogeneous agents ⋮ Modeling the emission trading scheme from an agent-based perspective: system dynamics emerging from firms' coordination among abatement options ⋮ Evolution and anti-evolution in a minimal stock market model ⋮ Heterogeneous information-based artificial stock market ⋮ EDUCATION, NEIGHBORHOOD EFFECTS AND GROWTH: AN AGENT-BASED MODEL APPROACH ⋮ Tobin tax and market depth ⋮ Agent-Based Computational Economics ⋮ Modeling and simulation of an artificial stock option market ⋮ Agent-based simulation of a financial market ⋮ A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY ⋮ Simulation of game analysis based on an agent-based artificial stock market re-examined ⋮ Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining ⋮ A computational view of market efficiency ⋮ CHAOTIC FEATURE OF MARTIN PROCESS IMPOSED ON THE COSINE FUNCTION ⋮ Artificial economic life: A simple model of a stockmarket ⋮ THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS ⋮ Detecting stock market turning points using wavelet leaders method ⋮ Criticality and punctuated equilibrium in a spin system model of a financial market ⋮ Self-organized criticality and partial synchronization in an evolving network ⋮ Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market ⋮ Discrete dynamics in transitional economies ⋮ The impacts of interest rates on banks' loan portfolio risk-taking ⋮ Leverage causes fat tails and clustered volatility ⋮ High-frequency trading model for a complex trading hierarchy ⋮ Using multi-agent simulation to understand trading dynamics of a derivatives market
Cites Work
This page was built for publication: Artificial economic life: A simple model of a stockmarket