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DETECTING FRACTAL/MULTIFRACTAL AND ASYMMETRIC PROPERTIES IN AN ARTIFICIAL QUOTE-DRIVEN FINANCIAL MARKET - MaRDI portal

DETECTING FRACTAL/MULTIFRACTAL AND ASYMMETRIC PROPERTIES IN AN ARTIFICIAL QUOTE-DRIVEN FINANCIAL MARKET

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Publication:3573164

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DOI10.1142/S0218348X10004762zbMath1386.91181OpenAlexW2008127860MaRDI QIDQ3573164

Feng Zheng, Ling-Yun He

Publication date: 30 June 2010

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x10004762

zbMATH Keywords

nonlinearity Ising model heterogeneous agents bounded rationality asymmetric behaviors quote-driven market

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Dynamical systems in optimization and economics (37N40) Heterogeneous agent models (91B69)

Cites Work

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