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Research on fat-tail phenomenon via artificial stock market..:
, In:
2020 International Symposium on Computer Engineering and Intelligent Communications (ISCEIC)
,
Liu, Xing-Hua
;
Wang, Wen-Jin
;
Zhang, Yu-Xin
. - p. 38-41 , 2020
Link:
https://doi.org/10.1109/ISCEIC51027.2020.00016
RT T1
2020 International Symposium on Computer Engineering and Intelligent Communications (ISCEIC)
: T1
Research on fat-tail phenomenon via artificial stock market modeling
UL https://suche.suub.uni-bremen.de/peid=ieee-9325328&Exemplar=1&LAN=DE A1 Liu, Xing-Hua A1 Wang, Wen-Jin A1 Zhang, Yu-Xin A1 Lu, Miao-Miao YR 2020 K1 Finance K1 Computational modeling K1 Stock markets K1 Biological system modeling K1 Fats K1 Numerical models K1 Analytical models K1 fat tail K1 agent-based computational finance K1 market microstructure K1 risk management SP 38 OP 41 LK http://dx.doi.org/https://doi.org/10.1109/ISCEIC51027.2020.00016 DO https://doi.org/10.1109/ISCEIC51027.2020.00016 SF ELIB - SuUB Bremen
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