Trader species with different decision strategies and price dynamics in financial markets: an agent-based modeling perspective

DOI10.1142/S0219622010003841MaRDI QIDQ3560047zbMATH OpenOpenAlexFDO

Authors Wei Zhang, Gen Li, Xiong Xiong, Yong-Jie Zhang

Publication date 19 May 2010

Published in International Journal of Information Technology & Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219622010003841

zbMATH Keywords

agent-based modelingasset pricingfinancial markettrader speciestrading decision

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Heterogeneous agent models (91B69)

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Cites work

• Remarks on the propagation of light in the universe
• The pricing of options and corporate liabilities
• Time series properties of an artificial stock market

Cited in

(4)

• Come together: the role of cognitively biased imitators in a small scale agent-based financial market
• Dynamic optimal budget allocation for integrated marketing considering persistence
• Why technical trading may be successful? A lesson from the agent-based modeling
• SOCIOECONOPHYSICS: OPINION DYNAMICS FOR NUMBER OF TRANSACTIONS AND PRICE, A TRADER BASED MODEL

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