no code implementations • 13 Feb 2020 • Maximilian Beikirch, Torsten Trimborn
Especially Lux and Zschischang (Some new results on the Levy, Levy and Solomon microscopic stock market model, Physica A, 291(1-4)) have shown that the model exhibits finite-size effects.
no code implementations • 10 Apr 2019 • Maximilian Beikirch, Simon Cramer, Martin Frank, Philipp Otte, Emma Pabich, Torsten Trimborn
In this study, we discuss two aspects, numerical modeling and the probabilistic description for two agent-based computational economic market models: the Levy-Levy-Solomon model and the Franke-Westerhoff model.
1 code implementation • 27 Nov 2018 • Maximilian Beikirch, Simon Cramer, Martin Frank, Philipp Otte, Emma Pabich, Torsten Trimborn
We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models.
