Explaining stock return distributions via an agent-based model

2021 ◽  
Author(s):  
Shaheen Seedat ◽  
Shirley Abelman
Keyword(s):  
Stock Return ◽  
Agent Based Model ◽  
Agent Based ◽  
Return Distributions

scholarly journals Microscopic understanding of heavy-tailed return distributions in an agent-based model

2012 ◽  
Vol 100 (3) ◽  
pp. 38005 ◽  
Author(s):  
Thilo A. Schmitt ◽  
Rudi Schäfer ◽  
Michael C. Münnix ◽  
Thomas Guhr
Keyword(s):  
Agent Based Model ◽  
Agent Based ◽  
Return Distributions ◽  
Heavy Tailed

Simulations of an Agent-Based Model that Consists of a Large Number of Agents Moving Stochastically in a Wide Bounded Domain

2001 ◽  
Author(s):  
Minoru Tabata ◽  
Akira Ide ◽  
Nobuoki Eshima ◽  
Kyushu Takagi ◽  
Yasuhiro Takei ◽  
...  
Keyword(s):  
Bounded Domain ◽  
Agent Based Model ◽  
Agent Based
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