26 search results - page 4 / 6 » Dynamic Regimes of a Multi-agent Stock Market Model |
ICNC
2005
Springer
14 years 26 days ago
2005
Springer
Using an agent-based multi-asset artificial stock market, we simulate the survival dynamics of investors with different risk preferences. It is found that the survivability of in...
APIN
2008
13 years 7 months ago
2008
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
CISS
2008
IEEE
13 years 9 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
CSDA
2006
13 years 7 months ago
2006
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
CORR
2006
Springer
13 years 7 months ago
2006
Springer
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...