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Preprint . 1997
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Article . 1997
Full-Text: https://iris.cnr.it/request-item?handle=20.500.14243/493675&bitstreamId=3cfbcaa8-fc2e-435b-a6d3-d448585c3c2f
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Article . 1997
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Article . 1997
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A prototype model of stock exchange

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Dec 1997Embargo end date: 01 Jan 1997 Italy Publisher:IOP PublishingJournal:Europhysics Letters (EPL), volume 40, pages 479-484 (issn: 0295-5075, eissn: 1286-4854, Copyright policy )
Authors: Caldarelli G.; Marsili M.; Zhang Y. -C.;

doi: 10.1209/epl/i1997-00491-5 , 10.48550/arxiv.cond-mat/9709118

arXiv: http://arxiv.org/abs/cond-mat/9709118

handle: 20.500.14243/493675 , 10278/3728524

A prototype model of stock exchange

Abstract

A prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate his assets by speculating on the price's fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose statistical properties are also similar to those observed in real markets.

LaTex, 4 pages, 4 Encapsulated Postscript figures, uses psfig

Country
Italy
Related Organizations
Keywords

FOS: Economics and business, QC Physics, Quantitative Finance - Trading and Market Microstructure, econophysics, Statistical Mechanics (cond-mat.stat-mech), FOS: Physical sciences, Adaptation and Self-Organizing Systems (nlin.AO), Condensed Matter - Statistical Mechanics, Nonlinear Sciences - Adaptation and Self-Organizing Systems, Trading and Market Microstructure (q-fin.TR)

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
133
Top 10%
Top 1%
Top 1%
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bronze
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