Heterogeneous information-based artificial stock market

DOI10.1088/1367-2630/12/5/053035zbMath1380.91148OpenAlexW2136173126MaRDI QIDQ4594872

Silvano Cincotti, Linda Ponta, Stefano Pastore

Publication date: 27 November 2017

Published in: New Journal of Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1367-2630/12/5/053035

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Heterogeneous agent models (91B69) Actuarial science and mathematical finance (91G99)

Related Items (5)

Static and dynamic factors in an information-based multi-asset artificial stock market ⋮ Traders' networks of interactions and structural properties of financial markets: an agent-based approach ⋮ Multiagent systems for modeling the information game in a financial market ⋮ Information-based multi-assets artificial stock market with heterogeneous agents ⋮ Multi-scale transition matrix approach to time series

Cites Work

• Unnamed Item
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Traders' long-run wealth in an artificial financial market
• On financial markets trading
• Artificial economic life: A simple model of a stockmarket
• Who wins? Study of long-run trader survival in an artificial stock market
• Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market
• Time series properties of an artificial stock market
• Agent-based computational finance: Suggested readings and early research
• Cross-correlations between volume change and price change
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• A simulation analysis of the microstructure of double auction markets*
• The Economics of Rumours
• Agent-based simulation of a financial market

This page was built for publication: Heterogeneous information-based artificial stock market