TRADER SPECIES WITH DIFFERENT DECISION STRATEGIES AND PRICE DYNAMICS IN FINANCIAL MARKETS: AN AGENT-BASED MODELING PERSPECTIVE

DOI10.1142/S0219622010003841zbMath1186.90064OpenAlexW1975736700MaRDI QIDQ3560047

Yong-Jie Zhang, Wei Zhang, Xiong Xiong, Gen Li

Publication date: 19 May 2010

Published in: International Journal of Information Technology & Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219622010003841

zbMATH Keywords

asset pricingagent-based modelingfinancial markettrader speciestrading decision

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Heterogeneous agent models (91B69)

Related Items (1)

DYNAMIC OPTIMAL BUDGET ALLOCATION FOR INTEGRATED MARKETING CONSIDERING PERSISTENCE

Cites Work

• The Pricing of Options and Corporate Liabilities
• Time series properties of an artificial stock market
• Unnamed Item

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