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

DOI10.1007/S10203-019-00273-8zbMATH Open1444.91204OpenAlexW2971492610WikidataQ126418602 ScholiaQ126418602MaRDI QIDQ777943FDOQ777943

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

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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)

Cites Work

• Evolutionary Games and Population Dynamics
• A generalized birth–death stochastic model for high-frequency order book dynamics
• Price dynamics in a Markovian limit order market
• A Stochastic Model for Order Book Dynamics
• A Rational Route to Randomness
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• Animal spirits in the foreign exchange market
• Power laws of wealth, market order volumes and market returns
• Boom-bust dynamics in a stock market participation model with heterogeneous traders
• Title not available (Why is that?)

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