Analyze the Behavioral Foundation of Stylized Facts Using Agent-Based Simulation and STGP Algorithm
Although theoretical and empirical literature regarding the stylized facts shows evidence of their correlations to herding behavior in financial markets, the causes of such phenomena are still unknown. Using an agent-based model strengthened by the competition co-evolution algorithm (STGP) technique...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2022-10-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_158790_08850c287da73f326ea1a2d8655d64e6.pdf |