Network topology and the behaviour of socially-embedded financial markets
Langue
EN
Chapitre d'ouvrage
Ce document a été publié dans
Highlights of Practical Applications of Agents, Multi-Agent Systems, and Complexity: The PAAMS Collection. 2018, vol. 887, p. 93-104
Springer, Cham
Résumé en anglais
We study the impact of the network topology on various market parameters (volatility, liquidity and efficiency) when three populations or artificial trades interact (Noise, Informed and Social Traders). We show, using an ...Lire la suite >
Mots clés en anglais
Agent based
Commerce
Efficiency
Financial data processing
Financial markets
Multi agent systems
Network topology
Topology