Эффективность торговых стратегий мелких трейдеров
Simulation models of stock exchange are developed to explore the dependence between trader’s ability to predict future price change and her wealth and probability of bankruptcy. The paper shows that for the case of cautious behavior (i.e. absence of margin trading) the rate of successful predictions should be just slightly higher than 0,5 and such small value explains why so many people try to trade on the stock exchange.
Proceeding of the 32nd International Conference of the System Dynamics Society
Continuous stochastic agent-based model of human behavior in a confined space with a given geometry is presented in the paper. An “exit front” is defined, also the flow characteristics of agents is studied, in particular, its intensity.
In article ways of creating agent based models are overviewed. Reasoning of chosing particular method is given. Model load parametres are defined. Algorithm of difining country territory to interaction activity zone.