A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET

DOI10.1142/S0219024900000346zbMath0970.91031OpenAlexW2020872200MaRDI QIDQ4521268

J. Doyne Farmer

Publication date: 19 December 2000

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024900000346

zbMATH Keywords

Lotka-Volterra equationsprice dynamicslong term evolution of capital

Mathematics Subject Classification ID

Related Items (3)

COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE? ⋮ Local Hopf bifurcation in a competitive model of market structure with consumptive delays ⋮ Derivation of a logistic equation for organizations, and its expansion into a competitive organizations simulation

Cites Work

• The dynamics of speculative behaviour
• Bubbles and market crashes
• Time series properties of an artificial stock market
• Continuous Auctions and Insider Trading
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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