Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
نویسندگان
چکیده
منابع مشابه
Information-based multi-assets artificial stock market with heterogeneous agents
In this paper, an artificial stock market characterized by heterogeneous and informed agents is presented. The heterogeneous agents are seen as nodes of sparsely connected graphs. The agents trade risky assets and are characterized by sentiments, amount of cash and stocks owned. Agents share information and sentiments by means of interactions determined by graphs. A central market maker (cleari...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2006
ISSN: 1556-5068
DOI: 10.2139/ssrn.938693