A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation-Reference-Cited by-同舟云学术

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A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation

Published:2023-09 Issue: Volume:625 Page:128981
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Lu Yunfan^ORCID,Zheng Zhiyong,Tian Kun,Zhang Yi

Funder

Postdoctoral Research Foundation of China

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Renmin University of China

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference47 articles.

1. Heterogeneous speculators and stock market dynamics: A simple agent-based computational model;Schmitt;Eur. J. Finance,2020

2. Agent-based financial dynamics model from stochastic interacting epidemic system and complexity analysis;Lu;Phys. Lett. A,2015

3. Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system;Lu;Chaos (Woodbury, N.Y.),2015

4. Nonlinear dynamical complexity of agent-based stochastic financial interacting epidemic system;Lu;Nonlinear Dynam.,2016

5. Complexity behaviours of agent-based financial dynamics by hetero-distance contact process;Xiao;Nonlinear Dynam.,2020

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Mechanisms of investors’ bounded rationality and market herding effect by the stochastic Ising financial model;Physica A: Statistical Mechanics and its Applications;2024-08

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