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Volumn 354, Issue 1-4, 2005, Pages 505-517

Evolutionary percolation model of stock market with variable agent number

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; FINANCE; LARGE SCALE SYSTEMS; MARKETING; STATISTICAL METHODS;

EID: 19944420828     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.02.035     Document Type: Article
Times cited : (23)

References (51)
  • 5
    • 0012911428 scopus 로고    scopus 로고
    • L. Lam Skeptic 8 3 2000 71
    • (2000) Skeptic , vol.8 , Issue.3 , pp. 71
    • Lam, L.1
  • 18
    • 0001847138 scopus 로고    scopus 로고
    • Asset pricing under endogenous expectations in an artificial stock market
    • W.B. Arthur S. Durlauf D. Lane Addison-Wesley Boston
    • W.B. Arthur, J. Holland, and B. Le Baron Asset pricing under endogenous expectations in an artificial stock market W.B. Arthur S. Durlauf D. Lane The Economy as an Evolving Complex System I 1997 Addison-Wesley Boston 15 44
    • (1997) The Economy As An Evolving Complex System I , pp. 15-44
    • Arthur, W.B.1    Holland, J.2    Le Baron, B.3
  • 32
    • 0034388776 scopus 로고    scopus 로고
    • R. Cont, and J.-P. Bouchaud Macroeconomic Dynamics 4 2000 170 For a review of Monte Carlo simulations of this model see D. Stauffer, Adv. Complex Systems 4 (2001) 19
    • (2000) Macroeconomic Dynamics , vol.4 , pp. 170
    • Cont, R.1    Bouchaud, J.-P.2
  • 40
    • 19944417430 scopus 로고    scopus 로고
    • J.D. Farmer, e-print adap-org/9812005
    • J.D. Farmer, e-print adap-org/9812005.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.