Microscopic models, which resemble random magnetic systems, have been used recently in the literature for the description of financial markets. In the present work, a model with many interacting agents, similar to an Ising random magnet with infinite-range interactions, is investigated. The introduc
β¦ LIBER β¦
Scaling and criticality in a stochastic multi-agent model of a financial market
β Scribed by Lux, Thomas; Marchesi, Michele
- Book ID
- 109577051
- Publisher
- Nature Publishing Group
- Year
- 1999
- Tongue
- English
- Weight
- 376 KB
- Volume
- 397
- Category
- Article
- ISSN
- 0028-0836
- DOI
- 10.1038/17290
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