Can a zero-intelligence plus model explain the stylized facts of financial time series data?

Imon Palit Steve Phelps Wing Lon Ng

Published in: AAMAS (2012)

Keyphrases

computational model
formal model
theoretical analysis
management system
probabilistic model
genetic algorithm
cost function
objective function
high level
social networks
machine learning
probability distribution
parameter estimation
theoretical framework
statistical model
simulation model
agent model