Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach
We propose a metamodel to assess simulated market stability by introducing information connectivity in an agent-based network. The market is occupied by heterogeneous agents with different behaviors, strategies, and information connectivity. A jump-diffusion process simulating events that may occur...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2017-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2017/6752086 |
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