The analysis of the survival probability on an isolated stock market

被引：0

作者：

Miskiewicz, J ^{[1
]}

机构：

[1] Agr Univ Wroclaw, Dept Phys & Biophys, Wroclaw, Poland

来源：

SIMPLICITY BEHIND COMPLEXITY | 2004年 / 3卷

关键词：

stock market; concentration of resources;

D O I：

暂无

中图分类号：

O3 [力学];

学科分类号：

08 ; 0801 ;

摘要：

We consider the agent-based model of an isolated stock market. Within this model we investigate the influence of the market onto a group of traders. It is observed that funds and shares, initially uniformly distributed among traders, finally are concentrated within a very limited set of players. We investigate the dependence between the concentration of resources and the traders' strategy. The influence of the initial wealth of traders onto the resource concentration is also considered.

引用

页码：220 / 224

页数：5

共 8 条

[1]

Anderson P.W., 1988, EC EVOLVING COMPLEX

[2]

[Anonymous], 2000, THEORY FINANCIAL RIS

[3] Thermal model for adaptive competition in a market [J].

Cavagna, A ;

Garrahan, JP ;

Giardina, I ;

Sherrington, D .

PHYSICAL REVIEW LETTERS, 1999, 83 (21) :4429-4432

[4]

de Oliveira S. Moss, 1999, EVOLUTION MONEY WAR

[5] How to quantify deterministic and random influences on the statistics of the foreign exchange market [J].

Friedrich, R ;

Peinke, J ;

Renner, C .

PHYSICAL REVIEW LETTERS, 2000, 84 (22) :5224-5227

[6] A model of international financial crises [J].

Kaizoji, T .

PHYSICA A, 2001, 299 (1-2) :279-293

[7]

Mantegna R. N., 1999, INTRO ECONOPHYSICS C

[8] Behaviorly realistic simulations of stock market traders with a soul [J].

Solomon, S .

COMPUTER PHYSICS COMMUNICATIONS, 1999, 121 :161-167

← 1 →