Who wins? Study of long-run trader survival in an artificial stock market

Physica A: Statistical Mechanics and its Applications

Volumn 324, Issue 1-2, 2003, Pages 227-233

  Cincotti, Silvano ^a   Focardi, Sergio M ^b   Marchesi, Michele ^c   Raberto, Marco ^a  

^a UNIVERSITY OF GENOA   (Italy)

^b The Intertek Group   (United States)

^c UNIVERSITY OF CAGLIARI   (Italy)

Author keywords

Artificial financial markets; Econophysics; Heterogeneous agents

Indexed keywords

COMMERCE; COMPUTER SIMULATION; COSTS; PERFORMANCE; STRATEGIC PLANNING;

ARTIFICIAL STOCK MARKETS (ASM); ECONOPHYSICS; PORTFOLIO REALLOCATION;

INVESTMENTS;

EID: 0037562154     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01902-7     Document Type: Conference Paper

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