Complex Network Minority Game Model for the Financial Market Modeling and Simulation
Author
Source
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-11-17
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Chen, Lingyun. 2020. Complex Network Minority Game Model for the Financial Market Modeling and Simulation. Complexity،Vol. 2020, no. 2020, pp.1-11.
https://search.emarefa.net/detail/BIM-1145091
Modern Language Association (MLA)
Chen, Lingyun. Complex Network Minority Game Model for the Financial Market Modeling and Simulation. Complexity No. 2020 (2020), pp.1-11.
https://search.emarefa.net/detail/BIM-1145091
American Medical Association (AMA)
Chen, Lingyun. Complex Network Minority Game Model for the Financial Market Modeling and Simulation. Complexity. 2020. Vol. 2020, no. 2020, pp.1-11.
https://search.emarefa.net/detail/BIM-1145091
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1145091