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- W101577482 abstract "We introduce here the SUM model-the Surprising (Un)realistic Market model-an agent based framework that allows us to deal with the micro-foundations of a stock market. We avoid any artificially simplified solution about price formation, such as to employ an auctioneer to clear the market; on the contrary, our model produces time series of prices continuously evolving, transaction by transaction." @default.
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- W101577482 date "2002-01-01" @default.
- W101577482 modified "2023-09-27" @default.
- W101577482 title "Cognitive Agents Behaving in a Simple Stock Market Structure" @default.
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- W101577482 doi "https://doi.org/10.1007/978-1-4615-0785-7_8" @default.
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