A semi-formal specification for a generic model of artificial stock markets

Abstract

Artificial stock markets are models design to capture essential properties of real stock markets in order to reproduce, analy ze or understand market dynamics with computational experiments. Since there is a large variety of real stock markets and trading strategies, a large number of different artificial sock markets have been proposed. The researchers… (More)
DOI: 10.1016/j.procs.2010.04.162

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