Asynchronous stochastic price pump

DOI10.1016/j.physa.2018.10.028OpenAlexW2892652735WikidataQ129003799 ScholiaQ129003799MaRDI QIDQ2156116

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)

Cites Work

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

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