An agent-based model of stock markets incorporating momentum investors
Year of publication: |
2013
|
---|---|
Authors: | Wei, J.R. ; Huang, J.P. ; Hui, P.M. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 12, p. 2728-2735
|
Publisher: |
Elsevier |
Subject: | Complex systems | Agent-based modeling | Econophysics |
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