Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
976049 | Physica A: Statistical Mechanics and its Applications | 2010 | 11 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Nicolas Suhadolnik, Jaqueson Galimberti, Sergio Da Silva,