A simulated electronic market with speculative behaviour and bubble formation
Year of publication: |
2024
|
---|---|
Authors: | Cofre, Nicolas ; Mosionek-Schweda, Magdalena |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 1, Art.-No. 105745, p. 1-10
|
Subject: | Agent-based model | Algorithmic trading | Artificial market | Financial bubble formation | Multi-agent systems | Simulation | Speculation | Agentenbasierte Modellierung | Agent-based modeling | Spekulation | Spekulationsblase | Bubbles | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Electronic Commerce | E-commerce |
-
Bubble formation and heterogeneity of traders : a multi-agent perspective
Chen, Shu-peng, (2013)
-
High frequency traders in a simulated market
Hanson, Thomas A., (2016)
-
Leal, Sandrine Jacob, (2016)
- More ...
-
Network Effects of Hierarchical Information
Cofre, Nicolas, (2017)
-
Dopierała, Łukasz, (2021)
-
Mosionek-Schweda, Magdalena, (2014)
- More ...