Winner Strategies in a Simulated Stock Market

被引:0
|
作者
Taherizadeh, Ali [1 ]
Zamani, Shiva [1 ]
机构
[1] Sharif Univ Technol, Grad Sch Management & Econ, Teymoori Sq, Tehran 1459973941, Iran
来源
关键词
agent-based simulation; stock market; fundamental traders; technical traders; MODEL; RETURNS;
D O I
10.3390/ijfs11020073
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
In this study, we explore the dynamics of the stock market using an agent-based simulation platform. Our approach involves creating a multi-strategy market where each agent considers both fundamental and technical factors when determining their strategy. The agents vary in their approach to these factors and the time interval they use for technical analysis. Our findings indicate that investing heavily in reducing the value-price gap was a successful strategy, even in markets where there were no trading forces to reduce this gap. Furthermore, our results remain consistent across various modifications to the simulation's structure.
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页数:17
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