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Markets, Herding and Response to External Information

We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by an external dynamic signal of information. This signal can...

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Dades bibliogràfiques
Publicat a:PLoS One
Autors principals: Carro, Adrián, Toral, Raúl, San Miguel, Maxi
Format: Artigo
Idioma:Inglês
Publicat: Public Library of Science 2015
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC4512694/
https://ncbi.nlm.nih.gov/pubmed/26204451
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0133287
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