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

Chapter
Part of the Springer Optimization and Its Applications book series (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.

Keywords

Economic modeling Agent systems Simulation 

JEL Classification

C63 G17 

Notes

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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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

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

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