Finite-size effects in Monte Carlo simulations of two stock market models

The microscopic market models of Kim–Markowitz and of Lux–Marchesi are simulated for varying number of investors. If this number goes to infinity, in some quantities nearly periodic oscillations occur.

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Year of publication:	1999
Authors:	Egenter, E. ; Lux, T. ; Stauffer, D.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 268.1999, 1, p. 250-256
Publisher:	Elsevier
Subject:	Econophysics \| Kim–Markowitz model \| Lux–Marchesi model \| Large markets

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010874509