Consentaneous agent-based and stochastic model of the financial markets.

We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling framework, which may provide qualitative and quantitative understand...

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Bibliographic Details
Main Authors: Vygintas Gontis, Aleksejus Kononovicius
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2014-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC4100891?pdf=render