F. Ghoulmi\'e; Bartolozzi, M.; Mellen, C. P.; Matteo, T. Di - arXiv.org - 2007
We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmie et al (2005). In particular, we focus on adaptive agents with threshold behavior allocating their resources among two assets. We explore numerically the effect of...