Group-wise herding behavior in financial markets: an agent-based modeling approach.
In this paper, we shed light on the dynamic characteristics of rational group behaviors and the relationship between monetary policy and economic units in the financial market by using an agent-based model (ABM), the Hurst exponent, and the Shannon entropy. First, an agent-based model is used to ana...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Public Library of Science (PLoS)
2014
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/f1beaaa374db424e95b4044a287e7458 |
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