IEEE - Institute of Electrical and Electronics Engineers, Inc. - An evolutionary model of stock market based on percolation theory

2011 Seventh International Conference on Natural Computation (ICNC)

Author(s): Xiaoye Ren ; Chunxia Yang ; Peiling Zhou
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2011
Conference Location: Shanghai, China, China
Conference Date: 26 July 2011
Volume: 4
Page(s): 1,950 - 1,953
ISBN (CD): 978-1-4244-9952-6
ISBN (Electronic): 978-1-4244-9953-3
ISBN (Paper): 978-1-4244-9950-2
ISSN (CD): 2157-9555
ISSN (Electronic): 2157-9563
ISSN (Paper): 2157-9555
DOI: 10.1109/ICNC.2011.6022413
Regular:

Starting with the self-organized evolution of the trader groups' structure, a microcosmic model for stock market is established, which is a betterment of the Cont-Bouchaud model. The amender model... View More

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