کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9727657 | 1480206 | 2005 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Evolutionary percolation model of stock market with variable agent number
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Evolutionary percolation model of stock market with variable agent number Evolutionary percolation model of stock market with variable agent number](/preview/png/9727657.png)
چکیده انگلیسی
As a typical representation of complex systems studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions' spreading. In this model, agents congregate to form some clusters, which may grow or collapse with the evolution of the system. To mimic an open market, we allow some to participate in or exit the market suggesting that the number of the agents would fluctuate. Simulation results show that the large events are frequent in the fluctuations of the stock price generated by the artificial stock market when compared with a normal process and the price return distribution is a lévy distribution in the central part followed by an approximately exponential truncation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 354, 15 August 2005, Pages 505-517
Journal: Physica A: Statistical Mechanics and its Applications - Volume 354, 15 August 2005, Pages 505-517
نویسندگان
Jie Wang, Chun-Xia Yang, Pei-Ling Zhou, Ying-Di Jin, Tao Zhou, Bing-Hong Wang,