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

DOI10.1007/978-3-642-04023-8_17zbMATH Open1189.37122OpenAlexW1561354312MaRDI QIDQ3569488FDOQ3569488

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

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Mathematics Subject Classification ID

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

Cited In (6)

• Trader species with different decision strategies and price dynamics in financial markets: an agent-based modeling perspective
• A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
• Title not available (Why is that?)
• An agent-based model of corporate bond trading
• Why technical trading may be successful? A lesson from the agent-based modeling
• Construction of special soliton solutions to the stochastic Riccati equation

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