生成固定收益市场风格化事实的基于主体的模型

IF 0.8 4区 经济学 Q3 ECONOMICS
Antoine Kopp, Rebecca Westphal, D. Sornette
{"title":"生成固定收益市场风格化事实的基于主体的模型","authors":"Antoine Kopp, Rebecca Westphal, D. Sornette","doi":"10.1007/s11403-022-00355-8","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2022-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Agent-based model generating stylized facts of fixed income markets\",\"authors\":\"Antoine Kopp, Rebecca Westphal, D. Sornette\",\"doi\":\"10.1007/s11403-022-00355-8\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":45479,\"journal\":{\"name\":\"Journal of Economic Interaction and Coordination\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2022-06-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Economic Interaction and Coordination\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s11403-022-00355-8\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Economic Interaction and Coordination","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s11403-022-00355-8","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0

摘要

本文章由计算机程序翻译,如有差异,请以英文原文为准。

Agent-based model generating stylized facts of fixed income markets

Agent-based model generating stylized facts of fixed income markets
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
2.20
自引率
18.20%
发文量
33
期刊介绍: Journal of Economic Interaction and Coordination addresses the vibrant and interdisciplinary field of agent-based approaches to economics and social sciences. It focuses on simulating and synthesizing emergent phenomena and collective behavior in order to understand economic and social systems. Relevant topics include, but are not limited to, the following: markets as complex adaptive systems, multi-agents in economics, artificial markets with heterogeneous agents, financial markets with heterogeneous agents, theory and simulation of agent-based models, adaptive agents with artificial intelligence, interacting particle systems in economics, social and complex networks, econophysics, non-linear economic dynamics, evolutionary games, market mechanisms in distributed computing systems, experimental economics, collective decisions. Contributions are mostly from economics, physics, computer science and related fields and are typically based on sound theoretical models and supported by experimental validation. Survey papers are also welcome. Journal of Economic Interaction and Coordination is the official journal of the Association of Economic Science with Heterogeneous Interacting Agents. Officially cited as: J Econ Interact Coord
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信