• Publications
  • Influence
Introducing a Multi-Asset Stock Market to Test the Power of Investor Networks
TLDR
A key finding is that the network topology investors form significantly affects the behavior of the market, with the exception being if investors have a bias to following their neighbors, at which point the topology becomes redundant.
To Big Wing, or Not to Big Wing, Now an Answer
TLDR
An agent based model (ABM) simulation of the Battle of Britain provides valuable insight into the key components that influenced the loss rates of both sides, as the model identified numerous variables that impacted the success or otherwise of the British.
Market fluctuations Explained by dividends and Investor Networks
TLDR
Using an artificial stock market created via an ABM, this paper provides a significant insight into the mechanisms that drive the returns in financial markets, including periods of elevated prices and excess volatility.
How fast to run in the Red Queen race?
  • Matthew Oldham
  • Business
    Intell. Syst. Account. Finance Manag.
  • 24 January 2018
TLDR
It is found that concentrated markets are not entirely detrimental to innovative behaviour, with the blend of firm type being a more important consideration, and that the rate at which an innovation impairs existing markets affects the activity levels of the firms within the population.
To Big Wing, or Not to Big Wing, Now an Answer
TLDR
An agent based model (ABM) simulation of the Battle of Britain provides valuable insight into the key components that influenced the loss rates of both sides, as the model identified numerous variables that impacted the success or otherwise of the British.
Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective
TLDR
The model’s most significant finding is uncovering how the market’'s behavior is materially affected by the time-horizon of investors, with short-term behavior resulting in greater volatility in the market.
Drafting Agent-Based Modeling Into Basketball Analytics
TLDR
A model of a basketball game, which considers most fundamentals of play, and indicates that an increased belief in a franchise player leads to increased scoring action, but a belief in the hot-hand a minor effect, demonstrates the utility of ABM to SA, thus opening a new research field.
Multi Asset Variable Network Stock Market Model (Version 2)
The behavior of financial markets has, and continues, to frustrate investors and academics. With the advent of new approaches, including a complex systems framework, the search for an explanation as
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