It's a dog eat dog world: predator prey models of the financial markets.

• المؤلف الرئيسي: Choi, Wen Ting.
• مؤلفون آخرون: Cheong Siew Ann
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2011
• الموضوعات: DRNTU::Science::Physics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/42805
• المؤسسة: Nanyang Technological University

In this thesis, a model of interacting agents for financial markets was discussed. In the mean field limit of the model, the system of agents resembles a predator prey relationship described by a pair of coupled Volterra equations. Simulations done for 1000 agents revealed three different phases w...