Microscopic model of financial markets based on belief propagation

Physica A: Statistical Mechanics and its Applications

Volumn 354, Issue 1-4, 2005, Pages 496-504

  Wang, Shijun ^a   Zhang, Changshui ^a  

^a TSINGHUA UNIVERSITY   (China)

Author keywords

Belief propagation; Econophysics; Financial markets; Herding; Small world network

Indexed keywords

COMPETITION; DECISION MAKING; DYNAMICS; FINANCE; MATHEMATICAL MODELS; PHYSICS;

BELIEF PROPAGATION; ECONOPHYSICS; FINANCIAL MARKETS; HERDING; SMALL-WORLD NETWORK;

MARKETING;

EID: 19944409315     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.02.032     Document Type: Article

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