Stylized Facts Study through a Multi-Agent Based Simulation of an Artificial Stock Market

DOI10.1007/978-3-642-13947-5_3zbMath1197.91014OpenAlexW181520097MaRDI QIDQ3164430

Zahra Kodia, Lamjed ben Said, Khaled Ghédira

Publication date: 28 October 2010

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-13947-5_3

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) Heterogeneous agent models (91B69) Agent technology and artificial intelligence (68T42)

Cites Work

• Learning, estimation, and the stability of rational expectations
• Agent-based computational finance: Suggested readings and early research
• Collective dynamics of ‘small-world’ networks
• Testing Double Auction as a Component Within a Generic Market Model Architecture

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