Stochastic cellular automata model for stock market dynamics

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 69, Issue 4 2, 2004, Pages

  Bartolozzi, M ^a   Thomas, A W ^a  

^a UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

AUTOMATA THEORY; COMMERCE; COMPUTER SIMULATION; CORRELATION METHODS; FRACTALS; HIERARCHICAL SYSTEMS; STOCHASTIC CONTROL SYSTEMS; TIME SERIES ANALYSIS;

CELLULAR AUTOMATA; MULTIFRACTAL PROPERTIES; STOCK MARKET DYNAMICS; TRADERS;

FINANCE;

EID: 37649027432     PISSN: 15393755     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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