The cellular automaton model of investment behavior in the stock market

DOI10.1016/S0378-4371(03)00144-4zbMATH Open1049.91054MaRDI QIDQ1394682FDOQ1394682

Authors: Yiming Wei, Shangjun Ying, Yingg Fan, Bing-Hong Wang 

Publication date: 23 June 2003

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

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zbMATH Keywords

imitationmacro factors

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamical systems in optimization and economics (37N40) Dynamical aspects of cellular automata (37B15)

Cites Work

• Statistical mechanics of cellular automata
• Simulation of HIV infection in artificial immune systems
• Turbulent pattern bases for cellular automata

Cited In (8)

• A model for evolution of investors behavior in stock market based on reinforcement learning in network
• Evolving dynamics of trading behavior based on coordination game in complex networks
• An evolution model of trading behavior based on peer effect in networks
• Modelling stock markets by probabilistic 1-D cellular automata
• A CA Approach to Study Complex Dynamics in Asset Markets
• A Persistent Entropy Automaton for the Dow Jones Stock Market
• Evolutionary game model of stock price synchronicity from investor behavior
• Relationship between outside factors and market equilibrium in stock markets

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