A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation (Q6167691): Difference between revisions

Latest revision as of 12:17, 2 August 2024

scientific article; zbMATH DE number 7723528

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English	A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation	scientific article; zbMATH DE number 7723528

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instance of

scholarly article

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title

A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation (English)

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published in

Physica A

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publication date

7 August 2023

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zbMATH Keywords

econophysics

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complex networks

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agent-based price model

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multifractality

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.physa.2023.128981

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cites work

Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

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Linking agent-based models and stochastic models of financial markets

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Multivariate multiscale entropy of financial markets

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Stochastic resonance in an interacting-agent model of stock market.

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Linking market interaction intensity of 3D Ising type financial model with market volatility

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An agent-based model of supply chains with dynamic structures

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Mathematics of epidemics on networks. From exact to approximate models

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A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market

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Heterogeneity is a key factor describing the initial outbreak of COVID-19

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Power-Law Distributions in Empirical Data

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Power-law distributions in binned empirical data

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\texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python

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Identifiers

DOI

10.1016/j.physa.2023.128981

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6167691

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+https://doi.org/10.1016/j.physa.2023.128981
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+W4382794407
@@ Property / OpenAlex ID: W4382794407 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system
+Normal rank
@@ Property / cites work @@
+Linking agent-based models and stochastic models of financial markets
+Normal rank
@@ Property / cites work @@
+Multivariate multiscale entropy of financial markets
+Normal rank
@@ Property / cites work @@
+Stochastic resonance in an interacting-agent model of stock market.
+Normal rank
@@ Property / cites work @@
+Linking market interaction intensity of 3D Ising type financial model with market volatility
+Normal rank
@@ Property / cites work @@
+An agent-based model of supply chains with dynamic structures
+Normal rank
@@ Property / cites work @@
+Mathematics of epidemics on networks. From exact to approximate models
+Normal rank
@@ Property / cites work @@
+A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
+Normal rank
@@ Property / cites work @@
+Heterogeneity is a key factor describing the initial outbreak of COVID-19
+Normal rank
@@ Property / cites work @@
+Power-Law Distributions in Empirical Data
@@ Property / cites work: Power-Law Distributions in Empirical Data / rank @@
+Normal rank
@@ Property / cites work @@
+Power-law distributions in binned empirical data
@@ Property / cites work: Power-law distributions in binned empirical data / rank @@
+Normal rank
@@ Property / cites work @@
+\texttt{MFDFA}: efficient multifractal detrended fluctuation analysis in Python
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6167691