Fractal Properties of the Financial Market
[Fraktální vlastnosti finančních trhů]
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DOI: 10.18267/j.aop.74
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References listed on IDEAS
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More about this item
Keywords
agents' trading strategies; heterogeneous agents model with stochastic memory; worst out algorithm; mood change;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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