The minimal model of financial complexity

DOI10.1080/14697681003709447zbMath1277.91140arXiv0901.3812OpenAlexW3121170425MaRDI QIDQ2866368

Philip Z. Maymin

Publication date: 13 December 2013

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3812

zbMATH Keywords

dynamical systemscellular automatachaos theorydynamic modelsbehavioural financeagent based modellingartificial economycomplexity in finance

Mathematics Subject Classification ID

Economic time series analysis (91B84) Stochastic models in economics (91B70) Economic dynamics (91B55)

Cites Work

• Self-organizing Ising model of financial markets

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