Research on Collaborative Herding Behavior and Market Volatility Based on Computational Experiments

Abstract

Previous research has shown that the synergy of collaborative herding behavior and market sentiment is one of the internal mechanisms for stock market volatility. In this paper, inter-agent imitation and the simulation of the collaboration of market sentiment signals are conducted on a platform of computational experiments. The results of the experiments… (More)

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@article{Jianhui2010ResearchOC, title={Research on Collaborative Herding Behavior and Market Volatility Based on Computational Experiments}, author={Yuan Jianhui and Li Yan}, journal={2010 Third International Conference on Information and Computing}, year={2010}, volume={2}, pages={310-318} }