A prototype model of stock exchange

被引：105

作者：

Caldarelli, G

Marsili, M

Zhang, YC

机构：

[1] SISSA,I-34014 TRIESTE,ITALY

[2] UNIV MANCHESTER,DEPT THEORET PHYS,MANCHESTER M13 9PL,LANCS,ENGLAND

[3] UNIV FRIBOURG,INST PHYS THEOR,CH-1700 FRIBOURG,SWITZERLAND

来源：

EUROPHYSICS LETTERS | 1997年 / 40卷 / 05期

关键词：

D O I：

10.1209/epl/i1997-00491-5

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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 their 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.

引用

页码：479 / 484

页数：6

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