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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | article |
| Language: | EN |
| Published: |
Public Library of Science (PLoS)
2014
|
| Subjects: | |
| Online Access: | https://doaj.org/article/f1beaaa374db424e95b4044a287e7458 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|