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Information-based multi-assets artificial stock market with heterogeneous agents

  • Published:2011-04 Issue:2 Volume:12 Page:1235-1242
  • ISSN:1468-1218
  • Container-title:Nonlinear Analysis: Real World Applications
  • language:en
  • Short-container-title:Nonlinear Analysis: Real World Applications

Author:

Ponta L.,Pastore S.,Cincotti S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics,General Economics, Econometrics and Finance,General Engineering,General Medicine,Analysis

Reference30 articles.

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2. Real-time assessment of value-at-risk and volatility accuracy;Sullivan;Nonlinear Analysis: Real World Applications,2007

3. The evolution of interdependence in world equity markets—evidence from minimum spanning trees;Coelho;Physica A: Statistical Mechanics and its Applications,2007

4. Scaling behaviour of heartbeat intervals obtained by wavelet-based time-series analysis;Ivanov;Nature,1996

5. Fractals and Scaling in Finance;Mandelbrot,1997

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3. An Agent-Based Model to Study Informational Cascades in Financial Markets;New Generation Computing;2021-07-31

4. Multiagent systems for modeling the information game in a financial market;International Transactions in Operational Research;2021-02-08

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