Is there any connection between the network morphology and the fluctuations of the stock market index ?

@inproceedings{Stefan2015IsTA,
  title={Is there any connection between the network morphology and the fluctuations of the stock market index ?},
  author={F. M. Stefan and A. P. F. Atman},
  year={2015}
}
Models which consider behavioral aspects of the investors have attracted increasing interest in the Finance and Econophysics literature in the last years. Different behavioral profiles (imitation, anti-imitation, indifference) were proposed for the investors, which take their decision based on their trust network (neighborhood). Results from agent-based models have shown that most of the features observed in actual stock market indices can be replicated in simulations. Here, we present a deeper… CONTINUE READING

From This Paper

Topics from this paper.

Citations

Publications citing this paper.

Study on random trading behavior, herd behavior and asset price volatility

2016 Chinese Control and Decision Conference (CCDC) • 2016
View 3 Excerpts
Highly Influenced

Similar Papers

Loading similar papers…