A Prototype Model of Stock Exchange
AbstractA prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate his assets by speculating on the price's fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose statistical properties are also similar to those observed in real markets.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number cond-mat/9709118.
Date of creation: Sep 1997
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Web page: http://arxiv.org/
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