Socioeconophysics: Opinion dynamics for number of transactions and price, a trader based model

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Date

2006-10-01

Author

Tuncay, Çağlar

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Involving effects of media, opinion leader and other agents on the opinion of individuals of market society, a trader based model is developed and utilized to simulate price via supply and demand. Pronounced effects are considered with several weights and some personal differences between traders axe taken into account. Resulting time series and probabilty distribution function involving a power law for price come out similar to the real ones.

Subject Keywords

Mathematical Physics, Computational Theory and Mathematics, General Physics and Astronomy, Statistical and Nonlinear Physics, Computer Science Applications

URI

https://hdl.handle.net/11511/48794

Journal

INTERNATIONAL JOURNAL OF MODERN PHYSICS C

DOI

https://doi.org/10.1142/s0129183106009667

Collections

Department of Physics, Article

Citation Formats

Ç. Tuncay, “Socioeconophysics: Opinion dynamics for number of transactions and price, a trader based model,” INTERNATIONAL JOURNAL OF MODERN PHYSICS C, vol. 17, no. 10, pp. 1495–1500, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/48794.