Volatility and agent adaptability in a self-organizing market

Physica A: Statistical Mechanics and its Applications

Volumn 258, Issue 1-2, 1998, Pages 230-236

  Johnson, N F ^a   Jarvis, S ^a   Jonson, R ^a   Cheung, P ^b   Kwong, Y R ^b   Hui, P M ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Adaptive systems; Agents; Self organization

Indexed keywords

INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS;

SELF-ORGANIZING MARKET;

MARKETING;

EID: 0032163798     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00227-1     Document Type: Article

References (10)

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5. For two very interesting examples of stochastic models, see R. Cont, J.P. Bouchaud, preprint cond-mat/9712318; P. Bak, M. Paczuski, M. Shubik, Physica A 246 (1997) 430.
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