金融流动性:一种新兴现象

IF 1.1 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Journal of Dynamics and Games Pub Date : 2020-01-01 DOI:10.3934/jdg.2020015

Alfredo García, M. Szybisz

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引用次数: 0

摘要

在一个复杂的系统模型中，我们模拟了经济主体不同策略的运行，以研究不同类型的波动。金融资产的流动性是代理人相互作用的结果，而不是资产的内在属性。代理人所采用的策略规则的微小差异导致市场流动性的路径不同。我们的模拟也支持这样的观点，即最大局部允许波动越大，路径散度越大。

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Financial liquidity: An emergent phenomena

In a complex system model we simulate runs for different strategies of economic agents to study diverse types of fluctuations. The liquidity of financial assets arises as a result of agent's interaction and not as intrinsic properties of the assets. Small differences in the strategic rules adopted by the agents lead to divergent paths of market liquidity. Our simulation also supports the idea that the higher the maximum local allowed fluctuation the higher the path divergence.

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来源期刊

Journal of Dynamics and Games MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-

CiteScore

2.00

自引率

0.00%

发文量

期刊介绍： The Journal of Dynamics and Games (JDG) is a pure and applied mathematical journal that publishes high quality peer-review and expository papers in all research areas of expertise of its editors. The main focus of JDG is in the interface of Dynamical Systems and Game Theory.