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  • Search: subject:"Multi time scale phenomena"
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Agent based models 1 Hedge funds 1 Multi time scale phenomena 1
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Andersen, Jørgen Vitting 1 Wohlmuth, Johannes 1
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Physica A: Statistical Mechanics and its Applications 1
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Modelling financial markets with agents competing on different time scales and with different amount of information
Wohlmuth, Johannes; Andersen, Jørgen Vitting - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 459-468
We use agent-based models to study the competition among investors who use trading strategies with different amount of information and with different time scales. We find that mixing agents that trade on the same time scale but with different amount of information has a stabilizing impact on the...
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