Information-based multi-assets artificial stock market with heterogeneous agents

Abstract

In this paper, an artificial stock market characterized by heterogeneous and informed agents is presented. The heterogeneous agents are seen as nodes of sparsely connected graphs. The agents trade risky assets and are characterized by sentiments, amount of cash and stocks owned. Agents share information and sentiments by means of interactions determined by… (More)

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Cite this paper

@inproceedings{Ponta2015InformationbasedMA, title={Information-based multi-assets artificial stock market with heterogeneous agents}, author={Linda Ponta and Silvana Marques Pastore and Silvano Cincotti}, year={2015} }