Static and dynamic factors in an information-based multi-asset artificial stock market
Ponta, Linda, Pastore, Stefano, Cincotti, SilvanoLangue:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.11.012
Date:
November, 2017
Fichier:
PDF, 2.17 MB
english, 2017