IDEAS home Printed from https://ideas.repec.org/a/hin/complx/8877886.html
   My bibliography  Save this article

Complex Network Minority Game Model for the Financial Market Modeling and Simulation

Author

Listed:
  • Lingyun Chen

Abstract

This paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also adopt a prior connection strategy for the model. The network formed by the agent has the characteristics of a scale-free network, and as the initial network connection probability increases, the growth rate of the corresponding agent’s average connection degree increases and then decreases after reaching the peak.

Suggested Citation

  • Lingyun Chen, 2020. "Complex Network Minority Game Model for the Financial Market Modeling and Simulation," Complexity, Hindawi, vol. 2020, pages 1-11, November.
    • Handle: RePEc:hin:complx:8877886
    DOI: 10.1155/2020/8877886
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/8503/2020/8877886.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/8503/2020/8877886.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2020/8877886?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:complx:8877886. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.