Asynchronous stochastic price pump

DOI10.1016/J.PHYSA.2018.10.028MaRDI QIDQ2156116zbMATH OpenOpenAlexWikidataFDO

Authors Mikhail Perepelitsa, Ilya Timofeyev

Publication date 15 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.09273

zbMATH Keywords

adaptive market behaviormicroscopic market simulationsmulti-agent models of trading

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A microscopic model of the stock market: cycles, booms, and crashes
• A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES
• On a kinetic model for a simple market economy

Cited in

(1)

• Amortized Analysis of Asynchronous Price Dynamics

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