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A Simple Agent-based Financial Market Model: Direct Interactions and Comparisons of Trading Profits
by
Frank Westerhoff
| Citations: | 1 - 0 self |
BibTeX
@MISC{Westerhoff_asimple,
author = {Frank Westerhoff},
title = {A Simple Agent-based Financial Market Model: Direct Interactions and Comparisons of Trading Profits},
year = {}
}
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Abstract
In the recent past, a number of interesting agent-based financial market models have been proposed. These models successfully explain some important stylized facts of financial markets, such as bubbles and crashes, fat tails for the distribution of returns
