کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
976049 933075 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Robot traders can prevent extreme events in complex stock markets
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Robot traders can prevent extreme events in complex stock markets
چکیده انگلیسی

If stock markets are complex, monetary policy and even financial regulation may be useless to prevent bubbles and crashes. Here, we suggest the use of robot traders as an anti-bubble decoy. To make our case, we put forward a new stochastic cellular automata model that generates an emergent stock price dynamics as a result of the interaction between traders. After introducing socially integrated robot traders, the stock price dynamics can be controlled, so as to make the market more Gaussian.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 22, 15 November 2010, Pages 5182–5192
نویسندگان
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