A simple agent-based financial market model: Direct interactions and comparisons of trading profits

DOI10.1007/978-3-642-04023-8_17MaRDI QIDQ3569488zbMATH OpenOpenAlexFDO

Authors Frank Westerhoff

Publication date 21 June 2010

Published in Nonlinear Dynamics in Economics, Finance and Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04023-8_17

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Microeconomic theory (price theory and economic markets) (91B24)

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(8)

• Trader species with different decision strategies and price dynamics in financial markets: an agent-based modeling perspective
• Construction of special soliton solutions to the stochastic Riccati equation
• An agent-based model of corporate bond trading
• A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
• Profitable technical trading rules as a source of price instability
• Why technical trading may be successful? A lesson from the agent-based modeling
• Simple agent-based dynamical system models for efficient financial markets: theory and examples
• scientific article; zbMATH DE number 2209539 (Why is no real title available?)

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