Effects of diversification among assets in an agent-based market model
We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmié et al.1 In particular, we focus on adaptive agents with threshold behavior allocating their resources among two assets. We e
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|Source:||Complex Systems II (Proceedings of SPIE Vol. 6802 )|
|01_Ghoulmie_Effects_of_diversification_2008.pdf||647.39 kB||Adobe PDF||Request a copy|
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