scholarly journals Anchoring Heuristics, Investor Sentiment and Stylized Facts in the Stock Market: An Agent Based Model

2020 ◽  
Vol 10 (01) ◽  
pp. 198-217
Author(s):  
Hermes Yukio Higachi ◽  
Ana Cristina Cruz de Faria ◽  
Adriana Sbicca ◽  
Jefferson Kato
Keyword(s):  
Stock Market ◽  
Investor Sentiment ◽  
Agent Based Model ◽  
Stylized Facts ◽  
Agent Based

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 Traders’ Networks of Interactions and Structural Properties of Financial Markets: An Agent-Based Approach

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-9 ◽  
Author(s):  
Linda Ponta ◽  
Silvano Cincotti
Keyword(s):  
Stock Market ◽  
Financial Markets ◽  
Market Maker ◽  
Clearing House ◽  
Stylized Facts ◽  
Risky Assets ◽  
Agent Based ◽  
Price Process ◽  
Different Types ◽  
Artificial Stock Market

An information-based multiasset artificial stock market characterized by different types of stocks and populated by heterogeneous agents is presented and studied so as to determine the influences of agents’ networks on the market’s structure. Agents are organized in networks that are responsible for the formation of the sentiments of the agents. In the market, agents trade risky assets in exchange for cash and share their sentiments by means of interactions that are determined by sparsely connected graphs. A central market maker (clearing house mechanism) determines the price process for each stock at the intersection of the demand and the supply curves. A set of market’s structure indicators based on the main single-assets and multiassets stylized facts have been defined, in order to study the effects of the agents’ networks. Results point out an intrinsic structural resilience of the stock market. In fact, the network is necessary in order to archive the ability to reproduce the main stylized facts, but also the market has some characteristics that are independent from the network and depend on the finiteness of traders’ wealth.

Modeling investor sentiment and overconfidence in an agent-based stock market

2010 ◽  
Vol 29 (2) ◽  
pp. 89-101 ◽  
Author(s):  
Milan Lovric ◽  
Uzay Kaymak ◽  
Jaap Spronk
Keyword(s):  
Stock Market ◽  
Investor Sentiment ◽  
Agent Based
Sign in / Sign up

Export Citation Format

Share Document