قاسمی, عباس

[ 1 ] - مدلی ساده برای توضیح پویایی شاخص کل قیمت بازار سهام تهران

Modeling price fluctuations in financial markets is very important. We try to model price fluctuations in Tehran stock exchange using heterogeneous agents’ model.  We used agent-based computational approach. In this model, there are two kinds of agents, some agents have extrapolating expectations (chartists) and others have stabilizing or mean-reverting expectations (fundamentalists)...