Multiagent systems for modeling the information game in a financial market

DOI10.1111/itor.12944OpenAlexW3126233364MaRDI QIDQ6056280

Fouad Ben Abdelaziz, Unnamed Author

Publication date: 29 September 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12944

zbMATH Keywords

heterogeneous agentsinformation exchangeagent-based modelartificial market gametransaction exchange

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites Work

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• Handbook of computational economics. Vol. 2: Agent-based computational economics
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• Time series properties of an artificial stock market
• Agent-based computational finance: Suggested readings and early research
• Prices, debt and market structure in an agent-based model of the financial market
• Static and dynamic factors in an information-based multi-asset artificial stock market
• Heterogeneous information-based artificial stock market

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