Examining the effectiveness of price limits in an artificial stock market
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Publication:602992
DOI10.1016/j.jedc.2010.05.015zbMath1231.91481OpenAlexW2059577144MaRDI QIDQ602992
Publication date: 5 November 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.05.015
Numerical methods (including Monte Carlo methods) (91G60) Approximation methods and heuristics in mathematical programming (90C59) Agent technology and artificial intelligence (68T42)
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Cites Work
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- Handbook of computational economics. Vol. 2: Agent-based computational economics
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- More hedging instruments may destabilize markets
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- Time variation of second moments from a noise trader/infection model
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Artificial economic life: A simple model of a stockmarket
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- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Financial markets as nonlinear adaptive evolutionary systems
- Asset price and wealth dynamics under heterogeneous expectations
- A simulation analysis of the microstructure of double auction markets*
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS
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