Title of article :
Finite-size effects in Monte Carlo simulations of two stock market models
Author/Authors :
E. Egenter، نويسنده , , T. Lux، نويسنده , , D. Stauffer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
The microscopic market models of Kim–Markowitz and of Lux–Marchesi are simulated for varying number of investors. If this number goes to infinity, in some quantities nearly periodic oscillations occur.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications