Understanding the complex dynamics of stock markets through cellular automata

• Main Authors: Qiu, G., Kandhai, D., Sloot, Peter M. A.
• Other Authors: School of Computer Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Industrial engineering::Automation
• Online Access: https://hdl.handle.net/10356/84481; http://hdl.handle.net/10220/9926
• Institution: Nanyang Technological University

We present a cellular automaton CA model for simulating the complex dynamics of stock markets. Within this model, a stock market is represented by a two-dimensional lattice, of which each vertex stands for a trader. According to typical trading behavior in real stock markets, agents of only two type...