When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market

DOI10.1007/S10203-019-00273-8MaRDI QIDQ777943zbMATH OpenOpenAlexWikidataFDO

Authors Hanchao Liu

Publication date 8 July 2020

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10203-019-00273-8

zbMATH Keywords

heterogeneitypopulation dynamicsbid and ask sharesdemand-supply relationshipgeneralized Lotka-Volterra equationsorder-driven markets

Mathematics Subject Classification ID

Financial markets (91G15) Population dynamics (general) (92D25)

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Cites work

• scientific article; zbMATH DE number 1149921 (Why is no real title available?)
• A Rational Route to Randomness
• A generalized birth-death stochastic model for high-frequency order book dynamics
• A stochastic model for order book dynamics
• Animal spirits in the foreign exchange market
• Boom-bust dynamics in a stock market participation model with heterogeneous traders
• Evolutionary Games and Population Dynamics
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• Power laws of wealth, market order volumes and market returns
• Price dynamics in a Markovian limit order market

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