Modeling and analysis of an agent-based model for Chinese stock market

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 377, Issue 34-36, 2013, Pages 2041-2046

  Yang, Chun Xia ^a   Wang, Rui ^a   Hu, Sen ^b  

^a NANJING UNIVERSITY OF INFORMATION SCIENCE AND TECHNOLOGY   (China)

^b YANCHENG TEACHERS UNIVERSITY   (China)

Author keywords

Artificial stock market model; Detrended fluctuation analysis; Multi agent; Order driven

Indexed keywords

AUTONOMOUS AGENTS; COMMERCE; COMPUTATIONAL METHODS; ELECTRONIC TRADING; FINANCIAL MARKETS; MULTI AGENT SYSTEMS;

ARTIFICIAL STOCK MARKETS; CHINESE STOCK MARKET; DETRENDED FLUCTUATION ANALYSIS; LONG-TERM CORRELATIONS; MODEL AND ANALYSIS; MULTI AGENT; ORDER-DRIVEN; STOCK MARKET MODEL;

INVESTMENTS;

EID: 84880289977     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2013.06.026     Document Type: Article

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