The effects of behavioral and structural assumptions in artificial stock market

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 11, 2008, Pages 2535-2546

  Liu, Xinghua ^a,b   Gregor, Shirley ^c   Yang, Jianmei ^a  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

^b SHANDONG UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^c AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Artificial stock market; Behavioral and structural assumptions; Market clearing frequency; Minority game; Stylized facts

Indexed keywords

BEHAVIORAL RESEARCH; INTELLIGENT AGENTS; STATISTICAL METHODS; STOCHASTIC MODELS;

ARTIFICIAL STOCK MARKET; HOUSE MICROSTRUCTURE; MARKET CLEARING FREQUENCY; STYLIZED FACTS;

MARKETING;

EID: 39549115453     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.025     Document Type: Article

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