Agent-Based Models of Stock Exchange: Analysis via Computational Simulation

Lyudmila Egorova ()

A chapter in Network Models in Economics and Finance, 2014, pp 147-158 from Springer

Abstract: Abstract We introduce simulation models of stock exchange to explore which traders are successful and how their strategies influence to their wealth and probability of bankruptcy.

Keywords: Economic modeling; Agent systems; Simulation (search for similar items in EconPapers)
JEL-codes: C63 G17 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-09683-4_8

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DOI: 10.1007/978-3-319-09683-4_8

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