A Simple Agent-based Financial Market Model: Direct Interactions and Comparisons of Trading Profits

被引:13
|
作者
Westerhoff, Frank [1 ]
机构
[1] Univ Bamberg, Dept Econ, D-96045 Bamberg, Germany
关键词
DYNAMICS; BEHAVIOR; CHAOS;
D O I
10.1007/978-3-642-04023-8_17
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:313 / 332
页数:20
相关论文
共 50 条
  • [41] Market Impact Analysis of Financial Literacy among A-Share Market Investors: An Agent-Based Model
    Zhou, Rongtian
    Xiong, Xiong
    Llacay, Barbara
    Peffer, Gilbert
    ENTROPY, 2023, 25 (12)
  • [42] Transaction Taxes and Traders with Heterogeneous Investment Horizons in an Agent-Based Financial Market Model
    Demary, Markus
    ECONOMICS-THE OPEN ACCESS OPEN-ASSESSMENT E-JOURNAL, 2010, 4
  • [43] Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market
    Popoyan, Lilit
    Napoletano, Mauro
    Roventini, Andrea
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2020, 117
  • [44] Stability of financial market driven by information delay and liquidity in delay agent-based model?
    Zhou, Wei
    Zhong, Guang-Yan
    Li, Jiang-Cheng
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2022, 600
  • [45] AN AGENT-BASED SIMULATION MODEL FOR EVALUATING FINANCIAL TRANSMISSION RIGHTS IN THE COLOMBIAN ELECTRICITY MARKET
    Zambrano, Cristian
    Olaya, Yris
    David Velasquez, Juan
    PROCEEDINGS OF THE 2014 WINTER SIMULATION CONFERENCE (WSC), 2014, : 429 - 440
  • [46] Optimizing the Ex-post Trading Profits in a Financial Market
    KIN LAM(Department of Finance and Decision Sciences
    运筹学学报, 1997, (01) : 2 - 13
  • [47] Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy
    Di Guilmi, Corrado
    Fujiwara, Yoshi
    JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 2022, 196 : 346 - 371
  • [48] Intraday trading patterns in an intelligent autonomous agent-based stock market
    Kluger, Brian D.
    McBride, Mark E.
    JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 2011, 79 (03) : 226 - 245
  • [49] Survival of the Chartist: An Evolutionary Agent-Based Analysis of Stock Market Trading
    Bloembergen, Daan
    Hennes, Daniel
    Parsons, Simon
    Tuyls, Karl
    PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON AUTONOMOUS AGENTS & MULTIAGENT SYSTEMS (AAMAS'15), 2015, : 1699 - 1700
  • [50] An agent-based early warning indicator for financial market instability
    Vidal-Tomas, David
    Alfarano, Simone
    JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, 2020, 15 (01) : 49 - 87