relation: http://eprints.imtlucca.it/1175/
title: A prototype model of stock exchange
creator: Caldarelli, Guido
creator: Marsili, Matteo
creator: Zhang, Yi-Cheng
subject: QC Physics
description: A prototype model of stock market is introduced and studied numerically. In this self-organized system, we consider only the interaction among traders without external influences. Agents trade according to their own strategy, to accumulate their assets by speculating on the price's fluctuations which are produced by themselves. The model reproduced rather realistic price histories whose statistical properties are also similar to those observed in real markets.
publisher: IOPscience
date: 1997-10
type: Article
type: PeerReviewed
identifier:   Caldarelli, Guido and Marsili, Matteo and Zhang, Yi-Cheng  A prototype model of stock exchange.  EPL (Europhysics Letters), 40 (5).  pp. 479-484.  ISSN 0295-5075       (1997)  
relation: http://dx.doi.org/10.1209/epl/i1997-00491-5
relation: 10.1209/epl/i1997-00491-5