Understanding the price fluctuations of stock markets through cellularautomata

ICIC Express Letters

Volumn 3, Issue 3, 2009, Pages 307-312

  Zhang, Yunjie ^a   Chen, Ying ^a,b  

^a DALIAN MARITIME UNIVERSITY   (China)

^b Prestige Group Co Ltd   (China)

Author keywords

Cellular automata model; Evolution; Fat tail; Volatility

Indexed keywords

CELLULAR AUTOMATA MODELS; FAT TAILS; GAUSSIAN CURVES; GAUSSIANS; HETEROGENEOUS AGENTS; NEAREST NEIGHBORS; PRICE FLUCTUATION; STOCK MARKET; STOCK MARKET MODEL; TIME-SCALES;

AUTOMATA THEORY; CELLULAR AUTOMATA; COMMERCE; FINANCE; PATTERN RECOGNITION SYSTEMS; TRANSLATION (LANGUAGES);

PROBABILITY DISTRIBUTIONS;

EID: 77953888761     PISSN: 1881803X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

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