… agent-based computational model of the stock market. In Section 3, we compare the
dynamics of our approach with the behavior of actual stock markets. In Section 4, we explain the …

… prices have to be random walks if we want to qualify the simulations realistic since the
immense part of academic researchs attest such motions for modem, real stock market dynamics. …

… automata model in order to simulate the dynamics of the stock market. A … computational
cost is much lower for the present model. This gives one the possibility to simulate the market …

… This section presents the basic terminologies of stock market like what is stock market, Stock
exchange, stock index, stock market forecasting and computational intelligence approaches …

… dynamic nature of the stock market. We show that in a market where investors use ez-post …
In Section 1 we present the framework of our microscopic stock market model. As has been …

… based model of stock markets, this paper examines the possible explanations for the presence
of the causal relation between stock … Financial market dynamics is path-dependent, highly …

… The main objective of this paper is to analyse the stock market dynamic pattern detecting …
stock markets and thus disaggregating the positive and negative markets into many market …

… stock prices change too abruptly, they panic and sell stocks. Our model mimics some
stylized facts of stock market dynamics… One may, for instance, use these models as computer …

… and the stock market. The authors find significant linear causality from the stock market to …
from broker-dealer leverage to the stock market, supporting the view that the behavior of the …

… efficiency of stock markets by calculating the permutation entropy within sliding time-windows
of log-returns of stock market indices. We show that major world stock markets can be …