The endogenous dynamics of financial markets: Interaction and information dissemination
Year of publication: |
2012
|
---|---|
Authors: | Yang, ChunXia ; Hu, Sen ; Xia, BingYing |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 12, p. 3513-3525
|
Publisher: |
Elsevier |
Subject: | Stylized facts | Market mechanism | Information spread | Multi-agent financial market model | Evolutionary economics |
-
Beyond equilibrium : revisiting two-sided markets from an agent-based modelling perspective
Heinrich, Torsten, (2019)
-
Evolutionary equilibrium in market supergames
Slade, Margaret Emily, (1990)
-
Evolutionary equilibrium in market supergames
Slade, Margaret E., (1990)
- More ...
-
Hu, Sen, (2013)
-
A spatial machine learning model for analysing customers' lapse behaviour in life insurance
Hu, Sen, (2021)
-
mvClaim : an R package for multivariate general insurance claims severity modelling
Hu, Sen, (2021)
- More ...