A prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate their assets by speculating on the price's fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose statistical properties are also similar to those observed in real markets
We propose a class of Markovian agent based models for the time evolution of a share price in an int...
Artificial stock markets are designed with the aim to study and understand market dynamics by repres...
In this paper we propose an artificial stock market model based on interaction of heterogeneous agen...
A prototype model of stock market is introduced and studied numerically. In this self-organized syst...
This paper contains a game-theoretic model describing the behaviour of investors at a stock exchange...
A simple Stock Market Game Model (SEGM) was introduced in 2002 by J. Mockus to simulate the behavior...
A simple deterministic model of the financial market has been constructed. The traders in this model...
We describe a model of a stockmarket in which independent adaptive agents can buy and sell stock on ...
Based on the different research approaches, econophysics can be divided into three directi...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
Abstract. We propose a new method for creating alternative scenarios for the evolution of a financia...
The stock market is a place in which numerous entities interact, operate, andchange state based on t...
textabstractThe dynamics of financial markets is subject of much debate among researchers and financ...
Increasingly, it has become difficult to explain economic phenomena within the neo-classical framewo...
This paper builds an agent-based model to reproduce the results of an experimental stock market that...
We propose a class of Markovian agent based models for the time evolution of a share price in an int...
Artificial stock markets are designed with the aim to study and understand market dynamics by repres...
In this paper we propose an artificial stock market model based on interaction of heterogeneous agen...
A prototype model of stock market is introduced and studied numerically. In this self-organized syst...
This paper contains a game-theoretic model describing the behaviour of investors at a stock exchange...
A simple Stock Market Game Model (SEGM) was introduced in 2002 by J. Mockus to simulate the behavior...
A simple deterministic model of the financial market has been constructed. The traders in this model...
We describe a model of a stockmarket in which independent adaptive agents can buy and sell stock on ...
Based on the different research approaches, econophysics can be divided into three directi...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
Abstract. We propose a new method for creating alternative scenarios for the evolution of a financia...
The stock market is a place in which numerous entities interact, operate, andchange state based on t...
textabstractThe dynamics of financial markets is subject of much debate among researchers and financ...
Increasingly, it has become difficult to explain economic phenomena within the neo-classical framewo...
This paper builds an agent-based model to reproduce the results of an experimental stock market that...
We propose a class of Markovian agent based models for the time evolution of a share price in an int...
Artificial stock markets are designed with the aim to study and understand market dynamics by repres...
In this paper we propose an artificial stock market model based on interaction of heterogeneous agen...
DOI
Add to ORKG