Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10481783 | Physica A: Statistical Mechanics and its Applications | 2012 | 9 Pages |
Abstract
⺠This paper reviews mean field and computational agent financial markets modeling. ⺠Mean field models-small and fast but do not provide factors or context. ⺠Agent-based models provide factors and context. ⺠We recommend the use of both models to understand financial markets.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Andrew Clark,