15 citations · 15 across the 2 of their papers we have counts for
4 papers
Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game
Kei Katahira, Yu Chen
This study is a detailed analysis of Speculation Game, a minimal agent-based model of financial markets, in which the round-trip trading and the dynamic wealth evolution with varia…
An extended Speculation Game for the recovery of Hurst exponent of financial time series
Kei Katahira, Yu Chen
The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts…
Development of an agent-based speculation game for higher reproducibility of financial stylized facts
Kei Katahira, Yu Chen, Gaku Hashimoto +1
Simultaneous reproduction of all financial stylized facts is so difficult that most existing stochastic process-based and agent-based models are unable to achieve the goal. In this…
Effects of Network Structure on the Performance of a Modeled Traffic Network under Drivers' Bounded Rationality
Toru Fujino, Yu Chen
We propose a minority route choice game to investigate the effect of the network structure on traffic network performance under the assumption of drivers' bounded rationality. We i…