The cellular automaton model of investment behavior in the stock market

DOI10.1016/S0378-4371(03)00144-4MaRDI QIDQ1394682zbMATH OpenFDO

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

Publication date 23 June 2003

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-4371(03)00144-4

zbMATH Keywords

imitationmacro factors

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(8)

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

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