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

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)

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Cites work

• scientific article; zbMATH DE number 50504 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Adaptive stochastic cellular automata: Theory
• Cellular automata models for the flow of granular materials
• Extracting cellular automaton rules directly from experimental data
• Statistical mechanics of cellular automata

Cited in

(4)

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

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