Chen, Shu-Heng; Chang, Chia-Ling; Tseng, Yi-Heng - In: Research in International Business and Finance 30 (2014) C, pp. 312-335
studied in comparison The first version is the mesoscopic modeling of market sentiment using the Brock–Hommes adaptive belief … system (ABS). The second version is the microscopic modeling of market sentiment by applying the Ising model to different …