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Agent-Based Modelling for Financial Markets

Iori, Giulia; Porter, James - In: The Oxford handbook of computational economics and finance. 2018

Persistent link: https://www.econbiz.de/10013475823

Interacting agents in finance

Hommes, Cars H. - 2006

Persistent link: https://www.econbiz.de/10003314796

Convex incentives in financial markets : an agent-based analysis

Fabretti, Annalisa; Gärling, Tommy; Herzel, Stefano; … - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 375-395

Persistent link: https://www.econbiz.de/10011997764

Agent-based modeling for financial markets

Iori, Giulia; Porter, James - In: The Oxford handbook of computational economics and finance, (pp. 635-666). 2018

Persistent link: https://www.econbiz.de/10011952576

Destructive agents, finance firms, and systemic risk

Bilkicm, Natasa; Gries, Thomas - 2014

Persistent link: https://www.econbiz.de/10010413878

Financial Regulation in an Agent-Based Macroeconomomic Model

Riccetti, Luca - 2019

the effects of banking regulation on macroeconomic dynamics. In particular, we study the overall credit exposure and the … overall exposure for banking stability, even if both features are very important. We show that a too tight regulation is …

Persistent link: https://www.econbiz.de/10012905161

Multi-Agent based Capital Market Management System : A Distributed Framework for Trading and Regulation

Ahmed, Muhammed Kabir; Ali, Aliyuda; Aminu, Ali Ahmad; … - 2021

Stock Market plays a vital role in the economy of every nation. Having a transparent market may boost the confidence of not only stock brokers but also that of investors. One of the major problems that make investors to shy away from the market is lack of transparency. Another Problem which...

Persistent link: https://www.econbiz.de/10013222802

Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro - 2016

We investigate the effects of different regulatory policies directed towards high-frequency trading (HFT) through an agent-based model of a limit order book able to generate flash crashes as the result of the interactions between low- and high-frequency (HF) traders. We analyze the impact of the...

Persistent link: https://www.econbiz.de/10011457384

Who benefits from insider regulation?

Hauser, Florian; Schredelseker, Klaus - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 203-210

Persistent link: https://www.econbiz.de/10012034536

Impact analysis of financial regulation on multi-asset markets using artificial market simulations

Hirano, Masanori; Izumi, Kiyoshi; Shimada, Takashi; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/75, pp. 1-20

In this study, we assessed the impact of capital adequacy ratio (CAR) regulation in the Basel regulatory framework …. This regulation was established to make the banking network robust. However, a previous work argued that CAR regulation has …, one type of portfolio trading agent was under regulation. From the simulations, we found that portfolio optimization as …

Persistent link: https://www.econbiz.de/10012302643