The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange

This paper aims to investigate the influence of investors’ confidence in their portfolio holding relative to their social group and of various social network topologies on the dynamics of an artificial stock exchange. An investor’s confidence depends on the growth rate of his or her wealth relative...

Full description

Saved in:
Bibliographic Details
Main Authors: Mario A. Bertella, Jonathas N. Silva, André L. Correa, Didier Sornette
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2021/1083640
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1849307118979514368
author Mario A. Bertella
Jonathas N. Silva
André L. Correa
Didier Sornette
author_facet Mario A. Bertella
Jonathas N. Silva
André L. Correa
Didier Sornette
author_sort Mario A. Bertella
collection DOAJ
description This paper aims to investigate the influence of investors’ confidence in their portfolio holding relative to their social group and of various social network topologies on the dynamics of an artificial stock exchange. An investor’s confidence depends on the growth rate of his or her wealth relative to his or her social group’s average wealth. If the investor’s confidence is low, the agent will change his or her asset allocation; otherwise, he or she will maintain it. We consider three types of social networks: Barabási, small-world, and random. The actual stock markets’ properties are recovered by this model: high excess kurtosis, skewness, volatility clustering, random walk prices, and stationary return rates. The networks’ topologies are found to impact both the structuration of investors in the space of strategies and their performance. Among other characteristics, we find that (i) the small-world networks show the highest degree of homophily; (ii) as investors can switch to more profitable strategies, the best approach to make profitable investments is the chartist one in Barabási and small-world topologies; and (iii) an unequal distribution and more significant relative wealth gains occur in the Barabási network.
format Article
id doaj-art-1ce55c5d69144b449c16b37e495a4ec0
institution Kabale University
issn 1076-2787
1099-0526
language English
publishDate 2021-01-01
publisher Wiley
record_format Article
series Complexity
spelling doaj-art-1ce55c5d69144b449c16b37e495a4ec02025-08-20T03:54:51ZengWileyComplexity1076-27871099-05262021-01-01202110.1155/2021/10836401083640The Influence of Confidence and Social Networks on an Agent-Based Model of Stock ExchangeMario A. Bertella0Jonathas N. Silva1André L. Correa2Didier Sornette3Department of Economics, Sao Paulo State University (UNESP), Araraquara 14800-901, SP, BrazilDepartment of Economics, Sao Paulo State University (UNESP), Araraquara 14800-901, SP, BrazilDepartment of Economics, Sao Paulo State University (UNESP), Araraquara 14800-901, SP, BrazilDepartment of Management, Technology, and Economics, ETH Zurich, Zurich 8092, SwitzerlandThis paper aims to investigate the influence of investors’ confidence in their portfolio holding relative to their social group and of various social network topologies on the dynamics of an artificial stock exchange. An investor’s confidence depends on the growth rate of his or her wealth relative to his or her social group’s average wealth. If the investor’s confidence is low, the agent will change his or her asset allocation; otherwise, he or she will maintain it. We consider three types of social networks: Barabási, small-world, and random. The actual stock markets’ properties are recovered by this model: high excess kurtosis, skewness, volatility clustering, random walk prices, and stationary return rates. The networks’ topologies are found to impact both the structuration of investors in the space of strategies and their performance. Among other characteristics, we find that (i) the small-world networks show the highest degree of homophily; (ii) as investors can switch to more profitable strategies, the best approach to make profitable investments is the chartist one in Barabási and small-world topologies; and (iii) an unequal distribution and more significant relative wealth gains occur in the Barabási network.http://dx.doi.org/10.1155/2021/1083640
spellingShingle Mario A. Bertella
Jonathas N. Silva
André L. Correa
Didier Sornette
The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange
Complexity
title The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange
title_full The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange
title_fullStr The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange
title_full_unstemmed The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange
title_short The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange
title_sort influence of confidence and social networks on an agent based model of stock exchange
url http://dx.doi.org/10.1155/2021/1083640
work_keys_str_mv AT marioabertella theinfluenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT jonathasnsilva theinfluenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT andrelcorrea theinfluenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT didiersornette theinfluenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT marioabertella influenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT jonathasnsilva influenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT andrelcorrea influenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange
AT didiersornette influenceofconfidenceandsocialnetworksonanagentbasedmodelofstockexchange