Economics, Econometrics and Finance
6 years ago

Financial markets become volatile due to small unexpected changes in parameters.

Journal of Physics Conference Series
Agent-based models in financial market studies
L Wang, Kwangwon Ahn, C Kim, Chul-Seung Ha

Paper Summary

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The article discusses how agent-based models are used to study financial markets. These models help explain how small changes in market conditions can lead to big fluctuations. By using these models, researchers can show how financial markets can become volatile due to unexpected changes. This research helps us understand how complex and chaotic systems can affect financial markets.