Empirical regularities from interacting long- and short-memory investors in an agent-based stock market

2001 ◽  
Vol 5 (5) ◽  
pp. 442-455 ◽  
Author(s):  
B. LeBaron
Keyword(s):  
Stock Market ◽  
Agent Based ◽  
Empirical Regularities ◽  
Short Memory

Business Applications of Social Agent-Based Simulation

2000 ◽  
Vol 03 (01n04) ◽  
pp. 451-461 ◽  
Author(s):  
Eric Bonabeau
Keyword(s):  
Stock Market ◽  
Real World ◽  
Simulation Modeling ◽  
Theme Park ◽  
Agent Based Simulation ◽  
Agent Based ◽  
Social Agent ◽  
Business Applications ◽  
Market Simulation

Agent-based simulation is a powerful simulation modeling technique that has seen a number of applications in the last five years, including applications to real-world business problems. In this chapter I introduce agent-based simulation and review three applications to business problems: a theme park simulation, a stock market simulation, and a bankwide simulation.

scholarly journals An Agent-Based Approach to Artificial Stock Market Modeling

2020 ◽  
Vol 168 ◽  
pp. 161-169
Author(s):  
Samuel Vanfossan ◽  
Cihan H. Dagli ◽  
Benjamin Kwasa
Keyword(s):  
Stock Market ◽  
Agent Based ◽  
Artificial Stock Market

Modeling and analysis of an agent-based model for Chinese stock market

2013 ◽  
Vol 377 (34-36) ◽  
pp. 2041-2046 ◽  
Author(s):  
Chun-Xia Yang ◽  
Rui Wang ◽  
Sen Hu
Keyword(s):  
Stock Market ◽  
Chinese Stock Market ◽  
Agent Based Model ◽  
Modeling And Analysis ◽  
Agent Based

scholarly journals Confidence and the Stock Market: An Agent-Based Approach

PLoS ONE ◽  
2014 ◽  
Vol 9 (1) ◽  
pp. e83488 ◽  
Author(s):  
Mario A. Bertella ◽  
Felipe R. Pires ◽  
Ling Feng ◽  
Harry Eugene Stanley
Keyword(s):  
Stock Market ◽  
Agent Based

scholarly journals ABM with Behavioral Bias and Applications in Simulating China Stock Market

2015 ◽  
Vol 5 (4) ◽  
pp. 257-270 ◽  
Author(s):  
Guocheng Wang ◽  
Shiguo Zhang
Keyword(s):  
Stock Market ◽  
Behavioral Finance ◽  
Conduction Mechanism ◽  
Agent Based Modeling ◽  
Behavioral Characteristics ◽  
Impulsive Behavior ◽  
Agent Based ◽  
China Stock Market ◽  
Internal Relations ◽  
Real Behavior

Abstract One of the most important advantage of ABM (Agent-Based Modeling) used in social and economic calculation simulation is that the critical behavioral characteristics of the micro agents can be deeply depicted by the approach. Why, what and how real behavior(s) should be incorporated into ABM and is it appropriate and effective to use ABM with HSCA collaboration and micro-macro link features for complex economy/finance analysis? Through deepening behavioral analysis and using computational experimental methods incorporating HS (Human Subject) into CA (Computational Agent), which is extended ABM, based on the theory of behavioral finance and complexity science as well, we constructed a micro-macro integrated model with the key behavioral characteristics of investors as an experimental platform to cognize the conduction mechanism of complex capital market and typical phenomena in this paper, and illustrated briefly applied cases including the internal relations between impulsive behavior and the fluctuation of stock’s, the asymmetric cognitive bias and volatility cluster, deflective peak and fat-tail of China stock market.

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