Development of an agent-based speculation game for higher reproducibility of financial stylized facts
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Publication:2159122
DOI10.1016/j.physa.2019.04.157OpenAlexW2912567268MaRDI QIDQ2159122
Kei Katahira, Yu Chen, Gaku Hashimoto, Hiroshi Okuda
Publication date: 26 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.02040
Related Items (2)
Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game ⋮ An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series
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