3 citations · 7 across the 14 of their papers we have counts for
3 papers · 1 filter
Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model
Maximilian Beikirch, Torsten Trimborn
The Levy-Levy-Solomon model (A microscopic model of the stock market: cycles, booms, and crashes, Economic Letters 45 (1))is one of the most influential agent-based economic market…
Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models
Maximilian Beikirch, Simon Cramer, Martin Frank +3
In science and especially in economics, agent-based modeling has become a widely used modeling approach. These models are often formulated as a large system of difference equations…
Mean Field Limit of a Behavioral Financial Market Model
Torsten Trimborn, Martin Frank, Stephan Martin
In the past decade there has been a growing interest in agent-based econophysical financial market models. The goal of these models is to gain further insights into stylized facts…