Heterogeneous information-based artificial stock market
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Publication:4594872
DOI10.1088/1367-2630/12/5/053035zbMATH Open1380.91148OpenAlexW2136173126MaRDI QIDQ4594872FDOQ4594872
Authors: Silvano Cincotti, Stefano Pastore, Linda Ponta 
Publication date: 27 November 2017
Published in: New Journal of Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1367-2630/12/5/053035
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Cites Work
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- Agent-based computational finance: Suggested readings and early research
- Cross-correlations between volume change and price change
- The Economics of Rumours
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Time series properties of an artificial stock market
- Artificial economic life: A simple model of a stockmarket
- A simulation analysis of the microstructure of double auction markets*
- Traders' long-run wealth in an artificial financial market
- Who wins? Study of long-run trader survival in an artificial stock market
- Agent-based simulation of a financial market
- Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market
- On financial markets trading
Cited In (5)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach
- Information-based multi-assets artificial stock market with heterogeneous agents
- Multiagent systems for modeling the information game in a financial market
- Multi-scale transition matrix approach to time series
- Static and dynamic factors in an information-based multi-asset artificial stock market
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