Multiasset financial bubbles in an agent-based model with noise traders' herding described by an n-vector ising model
We present an agent-based model (ABM) of a financial market with n>1 risky assets, whose price dynamics result from the interaction between rational fundamentalists and trend-following imitative noise traders. The interactions and opinion formation of the noise traders are described by an extende...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2023-01-01
|
| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.5.013009 |