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Complex Network Minority Game Model for the Financial Market Modeling and Simulation

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  • Lingyun Chen

Abstract

This paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also adopt a prior connection strategy for the model. The network formed by the agent has the characteristics of a scale-free network, and as the initial network connection probability increases, the growth rate of the corresponding agent’s average connection degree increases and then decreases after reaching the peak.

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  • Lingyun Chen, 2020. "Complex Network Minority Game Model for the Financial Market Modeling and Simulation," Complexity, Hindawi, vol. 2020, pages 1-11, November.
    • Handle: RePEc:hin:complx:8877886
    DOI: 10.1155/2020/8877886
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    Cited by:

    1. Xu, C. & Gu, G.-Q. & Hui, P.M., 2024. "Impacts of an expert’s opinion on the collective performance of a competing population for limited resources," Chaos, Solitons & Fractals, Elsevier, vol. 183(C).
    2. Park, Daehyeon & Ryu, Doojin & Webb, Robert I., 2024. "Fear of missing out and market stability: A networked minority game approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 634(C).

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