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Agent-Based Modelling for Financial Markets

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  • Iori, G.
  • Porter, J.

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  • Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
  • Handle: RePEc:cty:dpaper:12/08
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    File URL: http://openaccess.city.ac.uk/1744/1/iori_porter_2012.pdf
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    Cited by:

    1. Yuri Biondi & Simone Righi, 2016. "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(2), pages 175-203, October.
    2. repec:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0173-0 is not listed on IDEAS
    3. Vivien Lespagnol & Juliette Rouchier, 2014. "Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals," AMSE Working Papers 1419, Aix-Marseille School of Economics, Marseille, France, revised May 2014.
    4. Alexandru Mandes & Peter Winker, 2017. "Complexity and model comparison in agent based modeling of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 469-506, October.

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