Agent-Based Models of Stock Exchange: Analysis via Computational Simulation
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.
KeywordsEconomic modeling Agent systems Simulation
JEL ClassificationC63 G17
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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