Information-based multi-assets artificial stock market with heterogeneous agents
DOI10.1016/j.nonrwa.2010.09.018zbMath1203.91090OpenAlexW1991843589MaRDI QIDQ619750
Silvano Cincotti, Stefano Pastore, Linda Ponta
Publication date: 18 January 2011
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2010.09.018
random matrix theoryartificial financial marketsinformation graphsmulti-assetsstatic and dynamic factors
Statistical methods; risk measures (91G70) Microeconomic theory (price theory and economic markets) (91B24) Heterogeneous agent models (91B69) Agent technology and artificial intelligence (68T42)
Related Items (6)
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