Iryna Sushko |  Fabio Tramontana -  《Mathematics and computers in simulation》 - 2025,230(Apr.) - 386～399 - 共14页

摘要： simple financial market model with heterogeneous agents | We develop a financial market model where |  three types of traders operate simultaneously |  followers and contrarians. The dynamics of this model is |  components, its dynamics can be quite complex, with various

关键词： Two-dimensional discontinuous map |  Bifurcation structure of the parameter space |  Border-collision bifurcations |  Regular and chaotic attractors |  Degenerate bifurcations |  Financial market model with heterogeneous traders

Lu Y. |  Zheng Z.... -  《Physica, A. Statistical mechanics and its applications》 - 2023,625 - 共5页 - 被引量：2

摘要：-based financial price model with heterogeneous |  mimic financial market consists of a heterogeneous |  investigate financial market dynamics, the underlying |  population with two types of investors: senior traders with | ) and general traders with the low information

关键词： Agent-based price model |  Complex networks |  Econophysics |  Multifractality

Mateus F. B. Granha |  Andre L M. Vilela... -  《Proceedings of the National Academy of Sciences of the United States of America.》 - 2022,119(49) - e2201573119～e2201573119 - 共6页

摘要：We investigate financial market dynamics by |  financial market according to their trading strategy |  market exchanging behavior of noise traders, whereas |  introducing a heterogeneous agent-based opinion formation |  model. In this work, we organize individuals in a

关键词： econophysics |  sociophysics |  Monte Carlo simulation |  phase transitions |  complex networks

Zubillaga, Bernardo ... |  Vilela, Andre L. M.... -  《Physica, A. Statistical mechanics and its applications》 - 2022,588 - 共13页 - 被引量：5

摘要： heterogeneous composition of the mass of investors in a market |  interaction with the behavior of the market as a whole |  the market. The model exhibits the typical |  formation model for the purpose of simulating the dynamics |  of financial markets. In order to mimic the

关键词： Econophysics |  Sociophysics |  Phase transition |  Critical phenomena |  Monte Carlo simulation |  MAJORITY-VOTE MODEL |  SPIN MODEL |  CONFLICTS |  DYNAMICS |  PRICE...

Sadek Benhammada |  Frédéric Amblard... -  《New generation computing: An international journal on fifth generation computers》 - 2021,39(2) - 409～436 - 共28页

摘要： implement a model with asynchronous continuous-time |  management, populated by heterogeneous traders, connected |  financial regulatory authorities or by companies with high | -based model which is adapted to study the information |  cascades in financial markets. Thus, we design and

关键词： Agent-based models |  Artificial stock market |  Interaction network |  Herding |  Informational cascades

Brianzoni, Serena |  Campisi, Giovanni -  《Chaos, Solitons and Fractals: Applications in Science and Engineering: An Interdisciplinary Journal of Nonlinear Science》 - 2020,130 - 共9页 - 被引量：3

摘要： financial market populated by three types of agents |  highlight the interaction between traders with |  price dynamics generated by the interaction of traders |  relying on heterogeneous expectations in an asset |  pricing model. In the present work we propose a

关键词： Imitators |  Border collision bifurcations |  Center bifurcation |  Numerical simulations

Vilela, Andre L. M. |  Wang, Chao... -  《Physica, A. Statistical mechanics and its applications》 - 2019,515 - 762～770 - 共9页 - 被引量：20

摘要： stock market trader dynamics, we propose a model with |  sociophysics model to simulate financial markets. Focusing on | We use a heterogeneous agent-based two-state |  that connects noise traders to their local |  neighborhood. Our model presents such stylized facts of real

关键词： Econophysics |  Sociophysics |  Financial markets |  Order-disorder transitions |  Statistical mechanics of spin models

Zahra Kodia |  Lamjed Ben Said... -  《Agent and Multi-Agent Systems. p.II》 -  KES International Symposium on Agent and Multi-Agent Systems - Technologies and Applications (KES-AMSTA 2010) - 2010, - 302～311 - 共10页

摘要： composed of heterogeneous Trader agents with a behavioral |  cognitive model and the Central Market agent matching |  tool able to numerically simulate financial market | In this paper, we study the stock market |  trading behavior and the interactions between traders

关键词： Multi-agent based simulation;;Cognitive and behavioral modeling;;Trading agents;;Stock market

NSTL主题词： Social Interaction |  simulating |  Agents |  based

Yu-hong Liu -  《Expert Systems with Application》 - 2009,36(10) - 12188～12199 - 共12页 - 被引量：2

摘要： financial securities with default risk. The proposed model |  issuers and traders who want to value options with | ). Pricing Black-Scholes options with correlated credit |  behaviors and market expectations of the participants are |  heterogeneous. The numerical results show that when the

关键词： non-identical rationality |  fuzzy measure |  choquet integral |  vulnerable option |  default risk |  value-at-risk

Sansone A |  Garofalo G -  《Physica, A. Statistical mechanics and its applications》 - 2007,382(1) - 247～257 - 共11页

摘要： dynamical model of heterogeneous agents interacting in a |  financial market where transactions are cleared by a |  market information with different time delays. Each |  between technical traders. Furthermore, the model is |  market maker. The market is composed of fundamentalist

关键词： dynamic asset pricing |  heterogeneous agents |  complex dynamics |  chaos |  stock market dynamics