This paper presents a stochastic multi-agent model of stock market. The market dynamics include switches between chartists and fundamentalists and switches in the prevailing opinio...
In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizi...
Gian Italo Bischi, Michael Kopel, Ferenc Szidarovs...
—this paper proposes a multi agent and fuzzy logic based DSS for stock market. This system will help investors of the stock market to take the correct buy/sell/hold decisions. Th...
Ahmed Abdullah Gamil, Raafat S. Elfouly, Nevin M. ...
— Static resources allocation problems have been widely studied. More recently some of this attention has changed to focus on dynamic problems, where problem specifications, con...
The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while t...