EFFECTS OF TECHNICAL TRADERS IN A SYNTHETIC STOCK MARKET
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Publication:2716549
DOI10.1142/S0129183100001255zbMath1013.91053MaRDI QIDQ2716549
Filippo Castiglione, Massimo Bernaschi
Publication date: 13 July 2003
Published in: International Journal of Modern Physics C (Search for Journal in Brave)
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Related Items (1)
Cites Work
- A microscopic model of the stock market: cycles, booms, and crashes
- Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
- DIFFUSION AND AGGREGATION IN AN AGENT BASED MODEL OF STOCK MARKET FLUCTUATIONS
- MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
- Can percolation theory be applied to the stock market?
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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