When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market

DOI10.1007/S10203-019-00273-8zbMath1444.91204OpenAlexW2971492610WikidataQ126418602 ScholiaQ126418602MaRDI QIDQ777943

Hanchao Liu

Publication date: 8 July 2020

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-019-00273-8

zbMATH Keywords

heterogeneitypopulation dynamicsbid and ask sharesdemand-supply relationshipgeneralized Lotka-Volterra equationsorder-driven markets

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Financial markets (91G15)

Cites Work

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• A Rational Route to Randomness
• Evolutionary Games and Population Dynamics
• Power laws of wealth, market order volumes and market returns

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