In the recent past, a number of interesting agent-based financial market models have been proposed. These models successfully explain some important stylized facts of financial markets, such as bubbles and crashes, fat tails for the distribution of return
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
A simple agent-based financial market model: direct interactions and comparisons of trading profit
Initially, financial market research has focused on analytical frameworks that are based on the assu...
We present an overview of some representative Agent-Based Models in Economics. We discuss why and ho...
The three-state agent-based 2D model of financial markets as proposed by Giulia Iori has been extend...
We develop an agent-based financial market model in which agents follow technical and fundamental tr...
The thesis deals with the Agent-based modeling of the financial markets which represent so called "b...
In the past years several Agents Based Models (ABMs) have been introduced to reproduce and interpret...
textabstractThe dynamics of financial markets is subject of much debate among researchers and financ...
Understanding the implications of algorithmic trading calls for modeling financial markets at a leve...
We are looking for the agent-based treatment of the financial markets considering necessity to build...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
A simple agent-based financial market model: direct interactions and comparisons of trading profit
Initially, financial market research has focused on analytical frameworks that are based on the assu...
We present an overview of some representative Agent-Based Models in Economics. We discuss why and ho...
The three-state agent-based 2D model of financial markets as proposed by Giulia Iori has been extend...
We develop an agent-based financial market model in which agents follow technical and fundamental tr...
The thesis deals with the Agent-based modeling of the financial markets which represent so called "b...
In the past years several Agents Based Models (ABMs) have been introduced to reproduce and interpret...
textabstractThe dynamics of financial markets is subject of much debate among researchers and financ...
Understanding the implications of algorithmic trading calls for modeling financial markets at a leve...
We are looking for the agent-based treatment of the financial markets considering necessity to build...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...
International audienceThe mere complexity of scenarios which could lead tothe onset of financial mar...