Who wins? Study of long-run trader survival in an artificial stock market

DOI10.1016/S0378-4371(02)01902-7zbMath1072.91564MaRDI QIDQ1873965

Sergio M. Focardi, Silvano Cincotti, Marco Raberto, Michele Marchesi

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

market volatilityrandom trading strategyresource finiteness

Mathematics Subject Classification ID

Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (6)

Static and dynamic factors in an information-based multi-asset artificial stock market ⋮ Traders' networks of interactions and structural properties of financial markets: an agent-based approach ⋮ Information-based multi-assets artificial stock market with heterogeneous agents ⋮ Heterogeneous information-based artificial stock market ⋮ A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices ⋮ The interplay between two stock markets and a related foreign exchange market: A simulation approach

Cites Work

• Unnamed Item
• Evolution and market behavior
• Traders' long-run wealth in an artificial financial market
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Multiagent cooperative search for portfolio selection
• Agent-based simulation of a financial market

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