Evolution of heterogeneity in an agent-based market model
Francois Ghoulmie (LPS, CMAP)
TL;DR
This paper aimed to analyze how heterogeneity evolves in an agent-based market model, providing insights into market dynamics and agent behaviors.
Contribution
It introduces a novel approach to studying heterogeneity evolution in agent-based markets, despite being a preliminary version.
Findings
Initial insights into heterogeneity dynamics
Framework for future detailed analysis
Identifies key factors influencing heterogeneity
Abstract
This paper has been withdrawn by the author: it was a too preliminary version.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsComplex Systems and Time Series Analysis · Financial Risk and Volatility Modeling · Chaos control and synchronization