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- W1561917508 abstract "We propose a simple model of a financial market populated with heterogeneous agents. The market represents a network with nodes symbolizing the agents and edges standing for connections between them, thus, embodying local interactions in the market. By local interactions we mean any kind of interplay between the decisions of the agents unaffected by the market mechanism and unrelated to the physical distance between the agents. Using the rewiring procedure we restructure a network from regular lattice to random graph by varying the probability of the agents to switch from one trading strategy to another. We study how the network structure influences the asset price dynamics. The results show that for some intermediate values of the probability to switch, corresponding to a small world network, the price dynamics become reminiscent to the real. While for the boundary values of the probability the dynamics lacks some typical features of the real financial markets." @default.
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- W1561917508 date "2007-03-01" @default.
- W1561917508 modified "2023-09-27" @default.
- W1561917508 title "Asset price dynamics with small world interactions under hetereogeneous beliefs" @default.
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