Complex Network Minority Game Model for the Financial Market Modeling and Simulation

Lingyun Chen

Complexity, 2020, vol. 2020, 1-11

Abstract:

This paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also adopt a prior connection strategy for the model. The network formed by the agent has the characteristics of a scale-free network, and as the initial network connection probability increases, the growth rate of the corresponding agent’s average connection degree increases and then decreases after reaching the peak.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:8877886

DOI: 10.1155/2020/8877886

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