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Agent-Based Models of Stock Exchange: Analysis via Computational Simulation

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Network Models in Economics and Finance

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 100))

Abstract

We introduce simulation models of stock exchange to explore which traders are successful and how their strategies influence to their wealth and probability of bankruptcy.

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References

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Acknowledgements

This study was undertaken in the framework of the Programme of Fundamental Studies of the Higher School of Economics in 2013. The authors express sincere gratitude to the International Laboratory of Decision Choice and Analysis (Egorova L., Penikas H.) and Laboratory of Algorithms and Technologies for Network Analysis (Egorova L.) for financial support.

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Authors and Affiliations

  1. National Research University Higher School of Economics, International Laboratory of Decision Choice and Analysis, Laboratory of Algorithms and Technologies for Network Analysis, Moscow, Russia

    Lyudmila G. Egorova

Authors
  1. Lyudmila G. Egorova
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Correspondence to Lyudmila G. Egorova .

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Editors and Affiliations

  1. Laboratory of Algorithms and Technologies for Network Analysis, National Research University, Higher School of Economics, Nizhny Novgorod, Russia

    Valery A. Kalyagin

  2. Department of Industrial and Systems Engineering, University of Florida, Gainesville, Florida, USA

    Panos M. Pardalos

  3. Department of Mathematics, National Technical University of Athens, Athens, Greece

    Themistocles M. Rassias

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Egorova, L.G. (2014). Agent-Based Models of Stock Exchange: Analysis via Computational Simulation. In: Kalyagin, V., Pardalos, P., Rassias, T. (eds) Network Models in Economics and Finance. Springer Optimization and Its Applications, vol 100. Springer, Cham. https://doi.org/10.1007/978-3-319-09683-4_8

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