SCOPUS 정보 검색 플랫폼

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 319-327

Agent-based simulation of a financial market

(4) Raberto, Marco a Cincotti, Silvano a Focardi, Sergio M b Marchesi, Michele c

a UNIVERSITY OF GENOA (Italy)

b The Intertek Group (United States)

c UNIVERSITY OF CAGLIARI (Italy)

Author keywords

Artificial financial markets; Econophysics; Financial time series; Heterogeneous agents

Indexed keywords

COMPUTATIONAL METHODS; COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; INDUSTRIAL RESEARCH; MATHEMATICAL MODELS; OBJECT ORIENTED PROGRAMMING; OPERATIONS RESEARCH; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; SALES;

FINANCIAL MARKETS;

FINANCE;

EID: 0035471558 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00312-0 Document Type: Conference Paper

Times cited : (212)

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