Volatility is an important component of asset pricing; an increase in volatility on markets can
trigger changes in the risk distribution of financial assets. In conventional financial theory …

This working review shows recent agent-based models for financial market (artificial market
simulations) to discuss financial regulations and/or rules. This review aimed to introduce …

Modeling human behavior offers substantial benefits to decision support systems, especially
in intricate and ever-changing domains like the stock market. Such modeling allows for the …

This research delves into the effects of recent crises on investor behavior within the currency
options market, particularly focusing on the relationship with underlying exchange rates …

Understanding the behaviors of financial markets and their participants remains a
challenging problem to resolve. Adaptive agents, which switch from fundamentalist to …

In this paper we investigate the role of self-learning agents in multi-agent models of financial
markets. We develop an agent-based simulation model of a financial market and, in addition …

EpiRust is an open source, large-scale agent-based epidemiological simulation framework
developed using Rust language. It has been developed with three key factors in mind …

In this research, an agent-based model (ABM) of the stock market is constructed to detect the
proportion of different types of traders. We model a simple stock market which has three …

When a new product enters the market, individual consumers' decision‐making behavior
and purchase time are uncertain. Based on the dynamics of epidemic transmission theory …

The stock market is one of the main components of the economy, and various factors cause
fluctuations in it, one of which is the effect of investors' behavior. Therefore, present study …