The stock market is one of the most complex systems we know about. Millions of intelligent, highly competitive people (and increasingly AIs) try to outwit each other to earn as much money as possible.
In this post we build a simulation where little agents employ different trading strategies on an artificial stock market to replicate key stylized facts of real financial markets, so read on!
Continue reading “Can a Simple Multi-Agent Model Replicate Complex Stock Market Behaviour?”