Stock market dynamics created by interacting agents (Q995852)
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scientific article; zbMATH DE number 5189228
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| English | Stock market dynamics created by interacting agents |
scientific article; zbMATH DE number 5189228 |
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Stock market dynamics created by interacting agents (English)
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10 September 2007
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Summary: We study a stock market model, consisting in a large number of agents, going eventually to infinity, and evaluate the stock price under the influence of opinions of different agents. Next we study the behavior of prices when the market is very nervous; there appear discontinuities (phase transitions) which can be interpreted as stock market crashes.
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0.8032909631729126
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0.7873799204826355
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0.7807533144950867
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0.7792813777923584
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