Role of Behavioral Heterogeneity in Aggregate Financial Market Behavior: An Agent-Based Approach.

Yasaman Kamyab Hessary Mirsad Hadzikadic

Published in: ICCS (2017)

Keyphrases

financial markets
human behavior
stock market
stock price
agent based models
behavioral model
behavioral patterns
risk management
technical indicators
black scholes
databases
co occurrence
trading systems
financial time series
fractional brownian motion