A random cluster process approach to collective market dynamics with local interactions

Haiyan Cai; Kang Chen

doi:10.1142/S0219024909005178

A random cluster process approach to collective market dynamics with local interactions

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	251-266
Number of pages	16
Journal	International Journal of Theoretical and Applied Finance
Volume	12
Issue number	2
DOIs	https://doi.org/10.1142/S0219024909005178
State	Published - Mar 2009
Externally published	Yes

ASJC Scopus Subject Areas

Finance
General Economics,Econometrics and Finance

Keywords

Agent-based models
Gibbs distribution
Random cluster process
Social interaction

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10.1142/S0219024909005178

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language = "English",

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journal = "International Journal of Theoretical and Applied Finance",

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AU - Chen, Kang

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KW - Gibbs distribution

KW - Random cluster process

KW - Social interaction

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JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

IS - 2

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A random cluster process approach to collective market dynamics with local interactions

ASJC Scopus Subject Areas

Keywords

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