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Explaining stock return distributions via an agent-based model - MaRDI portal

Explaining stock return distributions via an agent-based model

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Publication:6543309

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DOI10.1007/s11071-021-06566-1zbMath1537.91119MaRDI QIDQ6543309

Shirley Abelman, Shaheen Seedat

Publication date: 24 May 2024

Published in: Nonlinear Dynamics (Search for Journal in Brave)

zbMATH Keywords

complexity analysis expectation-maximization algorithm agent-based modelling multiscale entropy mixed Gaussian models stock return distributions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Heterogeneous agent models (91B69)

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