Stochastic cellular automata model for stock market dynamics
نویسندگان
چکیده
منابع مشابه
Stochastic cellular automata model for stock market dynamics.
In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two-dimensional grid. Active traders are characterized by the decision to buy, sigma(i) (t)=+1, or sell, sigma(i) (t)=-1, a stock at a certain discrete time step. The remaining ce...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2004
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.69.046112