Modelling stock markets by probabilistic 1-D cellular automata

DOI10.1080/00207169408804323zbMATH Open0831.90050OpenAlexW2027051548MaRDI QIDQ4844580FDOQ4844580

Authors: Hakman A. Wan 

Publication date: 10 October 1995

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169408804323

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zbMATH Keywords

Markov chainprobabilistic cellular automata

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Cellular automata (computational aspects) (68Q80)

Cites Work

• Title not available (Why is that?)
• Statistical mechanics of cellular automata
• Cellular automata models for the flow of granular materials
• Adaptive stochastic cellular automata: Theory
• Extracting cellular automaton rules directly from experimental data
• Title not available (Why is that?)

Cited In (4)

• Using cellular automata on a graph to model the exchanges of cash and goods
• The cellular automaton model of investment behavior in the stock market
• A Persistent Entropy Automaton for the Dow Jones Stock Market
• Relationship between outside factors and market equilibrium in stock markets

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