Modeling Empirical Stock Market Behavior Using a Hybrid Agent-Based Dynamical Systems Model
We describe the development and calibration of a hybrid agent-based dynamical systems model of the stock market that is capable of reproducing empirical market behavior. The model consists of two types of trader agents, fundamentalists and noise traders, as well as an opinion dynamic for the latter...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Binghamton University Library
2022-05-01
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| Series: | Northeast Journal of Complex Systems |
| Online Access: | https://orb.binghamton.edu/nejcs/vol4/iss2/1 |