Agent-based models in financial market studies
نویسندگان
چکیده
منابع مشابه
Agent-based simulation of a financial market
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation. Agents are initially endowed with a finite amount of cash and a given finite portfolio of assets. There is no money-creation process; the total available cash is conserved in time. In each period, agents make random buy ...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2018
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1039/1/012022