Agent-based model with heterogeneous fundamental prices

Physica A: Statistical Mechanics and its Applications

Volumn 357, Issue 3-4, 2005, Pages 534-542

  Ferreira, Fernando F ^a   De Oliveira, Viviane M ^b   Crepaldi, Antônio F ^c   Campos, Paulo R A ^d  

^a ABDUS SALAM INTERNATIONAL CENTRE FOR THEORETICAL PHYSICS   (Italy)

^b FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^c SÃO PAULO STATE UNIVERSITY UNESP   (Brazil)

^d UNIVERSIDADE FEDERAL RURAL DE PERNAMBUCO   (Brazil)

Author keywords

Grand canonical minority game; Heterogeneity in fundamental prices; Stylized facts

Indexed keywords

COMPUTER SIMULATION; GAME THEORY; MATHEMATICAL MODELS; ROBUSTNESS (CONTROL SYSTEMS); TIME SERIES ANALYSIS;

GRAND CANONICAL MINORITY GAMES; HETEROGENEITY IN FUNDAMENTAL PRICES; STYLIZED FACTS;

MULTI AGENT SYSTEMS;

EID: 24644459769     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.03.048     Document Type: Article

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