Simulation of Stock Market by Concerning Structural Characteristics of Tehran Stock Exchange
Simulation has been increasingly applied in social sciences and economics in the two last decades. Agent Based Simulation (ABS) provides the opportunity of creation of an artificial environment for many agents to have interaction in a computer. In this paper, concerning ABS literature and the new ch...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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Allameh Tabataba'i University Press
2009-03-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Online Access: | https://joer.atu.ac.ir/article_2912_841b5d98d0d7047413090a6293881316.pdf |
| _version_ | 1797375714429763584 |
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| author | Saeed Moshiri Amir Behdad Salami |
| author_facet | Saeed Moshiri Amir Behdad Salami |
| author_sort | Saeed Moshiri |
| collection | DOAJ |
| description | Simulation has been increasingly applied in social sciences and economics in the two last decades. Agent Based Simulation (ABS) provides the opportunity of creation of an artificial environment for many agents to have interaction in a computer. In this paper, concerning ABS literature and the new characteristics, Tehran Stock Exchange has been simulated. Primary tests show that this model is capable of reproducing the existing statistical identifications in time-series of prices and returns in International and Tehran stock markets. |
| first_indexed | 2024-03-08T19:28:26Z |
| format | Article |
| id | doaj.art-524b9c64fd9845738a4aba3578f04669 |
| institution | Directory Open Access Journal |
| issn | 1735-210X 2476-6453 |
| language | fas |
| last_indexed | 2024-03-08T19:28:26Z |
| publishDate | 2009-03-01 |
| publisher | Allameh Tabataba'i University Press |
| record_format | Article |
| series | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| spelling | doaj.art-524b9c64fd9845738a4aba3578f046692023-12-26T07:56:46ZfasAllameh Tabataba'i University PressFaslnāmah-i Pizhūhish/Nāmah-i Iqtisādī1735-210X2476-64532009-03-019321672032912Simulation of Stock Market by Concerning Structural Characteristics of Tehran Stock ExchangeSaeed Moshiri0Amir Behdad Salami1عضو هیأت علمی دانشگاه علامه طباطبائیپژوهشگر آزادSimulation has been increasingly applied in social sciences and economics in the two last decades. Agent Based Simulation (ABS) provides the opportunity of creation of an artificial environment for many agents to have interaction in a computer. In this paper, concerning ABS literature and the new characteristics, Tehran Stock Exchange has been simulated. Primary tests show that this model is capable of reproducing the existing statistical identifications in time-series of prices and returns in International and Tehran stock markets.https://joer.atu.ac.ir/article_2912_841b5d98d0d7047413090a6293881316.pdf |
| spellingShingle | Saeed Moshiri Amir Behdad Salami Simulation of Stock Market by Concerning Structural Characteristics of Tehran Stock Exchange Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| title | Simulation of Stock Market by Concerning Structural
Characteristics of Tehran Stock Exchange |
| title_full | Simulation of Stock Market by Concerning Structural
Characteristics of Tehran Stock Exchange |
| title_fullStr | Simulation of Stock Market by Concerning Structural
Characteristics of Tehran Stock Exchange |
| title_full_unstemmed | Simulation of Stock Market by Concerning Structural
Characteristics of Tehran Stock Exchange |
| title_short | Simulation of Stock Market by Concerning Structural
Characteristics of Tehran Stock Exchange |
| title_sort | simulation of stock market by concerning structural characteristics of tehran stock exchange |
| url | https://joer.atu.ac.ir/article_2912_841b5d98d0d7047413090a6293881316.pdf |
| work_keys_str_mv | AT saeedmoshiri simulationofstockmarketbyconcerningstructuralcharacteristicsoftehranstockexchange AT amirbehdadsalami simulationofstockmarketbyconcerningstructuralcharacteristicsoftehranstockexchange |