Complex Network Minority Game Model for the Financial Market Modeling and Simulation
This paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also...
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| Format: | Article |
| Language: | English |
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Wiley
2020-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/8877886 |
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| _version_ | 1849397999605645312 |
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| author | Lingyun Chen |
| author_facet | Lingyun Chen |
| author_sort | Lingyun Chen |
| collection | DOAJ |
| description | This paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also adopt a prior connection strategy for the model. The network formed by the agent has the characteristics of a scale-free network, and as the initial network connection probability increases, the growth rate of the corresponding agent’s average connection degree increases and then decreases after reaching the peak. |
| format | Article |
| id | doaj-art-a6497fa30a9b4e08a451c1a57cf16925 |
| institution | Kabale University |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-a6497fa30a9b4e08a451c1a57cf169252025-08-20T03:38:44ZengWileyComplexity1076-27871099-05262020-01-01202010.1155/2020/88778868877886Complex Network Minority Game Model for the Financial Market Modeling and SimulationLingyun Chen0School of Business, Xi’an International University, Xi’an, Shaanxi 710077, ChinaThis paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also adopt a prior connection strategy for the model. The network formed by the agent has the characteristics of a scale-free network, and as the initial network connection probability increases, the growth rate of the corresponding agent’s average connection degree increases and then decreases after reaching the peak.http://dx.doi.org/10.1155/2020/8877886 |
| spellingShingle | Lingyun Chen Complex Network Minority Game Model for the Financial Market Modeling and Simulation Complexity |
| title | Complex Network Minority Game Model for the Financial Market Modeling and Simulation |
| title_full | Complex Network Minority Game Model for the Financial Market Modeling and Simulation |
| title_fullStr | Complex Network Minority Game Model for the Financial Market Modeling and Simulation |
| title_full_unstemmed | Complex Network Minority Game Model for the Financial Market Modeling and Simulation |
| title_short | Complex Network Minority Game Model for the Financial Market Modeling and Simulation |
| title_sort | complex network minority game model for the financial market modeling and simulation |
| url | http://dx.doi.org/10.1155/2020/8877886 |
| work_keys_str_mv | AT lingyunchen complexnetworkminoritygamemodelforthefinancialmarketmodelingandsimulation |