Simple Simulational Model for Stocks Markets

Simple item page
dc.creatorSanchez, Juan R.
dc.date2002-02-15
dc.date.accessioned2026-07-07T02:44:25Z
dc.date.available2026-07-07T02:44:25Z
dc.descriptionA new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how the behavior of the noisy and fundamentalists traders can be taken into account simultaneously in the time evolution of each stock price. The simulated time series is analysed in different ways order to compare parameters with those of real markets.
dc.description9 pages, 4 figures, to appear in IJMPC
dc.identifierhttps://arxiv.org/abs/cond-mat/0202270
dc.identifierhttp://arxiv.org/abs/cond-mat/0202270
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/18917
dc.subjectCondensed Matter
dc.titleSimple Simulational Model for Stocks Markets
dc.typetext

Files

Collections

arXiv