DIFFUSION AND AGGREGATION IN AN AGENT BASED MODEL OF STOCK MARKET FLUCTUATIONS

DOI10.1142/S0129183100000754zbMath0991.91028arXivcond-mat/0006463MaRDI QIDQ2718385

Filippo Castiglione

Publication date: 3 October 2001

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0006463

zbMATH Keywords

lattice gasfinancial time seriessocial influencefinancial marketmarket pricedecisionsdynamic interactionstraderscollective analysisagents-based models

Mathematics Subject Classification ID

Time-dependent statistical mechanics (dynamic and nonequilibrium) (82C99)

Related Items (2)

EFFECTS OF TECHNICAL TRADERS IN A SYNTHETIC STOCK MARKET ⋮ Monte Carlo simulations of a trader-based market model

Cites Work

• A microscopic model of the stock market: cycles, booms, and crashes
• Can percolation theory be applied to the stock market?

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