The Simulation of Financial Markets by Agent-Based Mix-Game Models

Article OPEN
Chengling Gou;
(2006)
  • Subject: Financial Markets, Simulation, Minority Game, Mix-Game
    acm: ComputingMilieux_PERSONALCOMPUTING

This paper studies the simulation of financial markets using an agent-based mix-game model which is a variant of the minority game (MG). It specifies the spectra of parameters of mix-game models that fit financial markets by investigating the dynamic behaviors of mix-ga... View more
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