Estimating a model of herding behavior on social networks

DOI10.1016/J.PHYSA.2022.127884OpenAlexW4283797039MaRDI QIDQ2170596

Maxime L. D. Nicolas

Publication date: 6 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127884

zbMATH Keywords

social networkagent-based modelinvestor sentimentherding behavior

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Estimation of an agent-based model of investor sentiment formation in financial markets
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
• Estimation of agent-based models: The case of an asymmetric herding model
• Estimation of agent-based models using sequential Monte Carlo methods
• Sentiment contagion analysis of interacting investors: evidence from China's stock forum
• Network structure andn-dependence in agent-based herding models
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• THE STATISTICAL DESCRIPTION OF POLARIZATION PHENOMENA IN SOCIETY†

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