On Deep-Fake Stock Prices and Why Investor Behavior Might Not Matter
We propose an agent-based model of financial markets with only one asset. Thirty-two agents follow very simple rules inspired by Wolfram’s Rule 110. They engage in buying, selling, and/or holding. Each agent is endowed with a starting balance sheet marked-to-market in each iteration. The simulation...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/15/12/475 |