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Mathematical Problems in Engineering
Volume 2014, Article ID 563912, 10 pages
http://dx.doi.org/10.1155/2014/563912
Research Article

An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market

1College of Management and Economics, Tianjin University, Tianjin 300072, China
2China Center for Social Computing and Analytics, Tianjin University, Tianjin 300072, China
3School of Business, East China University of Science and Technology, Shanghai 200237, China
4Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China
5Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China

Received 17 February 2014; Revised 25 March 2014; Accepted 6 April 2014; Published 17 April 2014

Academic Editor: Pankaj Gupta

Copyright © 2014 Hai-Chuan Xu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [5 citations]

The following is the list of published articles that have cited the current article.

  • Xiong Xiong, Nan Ding, Yang Yang, and Yongjie Zhang, “Study on market stability and price limit of Chinese stock index futures market: An agent-based modeling perspective,” PLoS ONE, vol. 10, no. 11, 2015. View at Publisher · View at Google Scholar
  • Kyubin Yim, Gabjin Oh, and Seunghwan Kim, “Understanding Financial Market States Using an Artificial Double Auction Market,” Plos One, vol. 11, no. 3, 2016. View at Publisher · View at Google Scholar
  • Saki Kawakubo, and Kiyoshi Izumi, “Analysis of the Interaction between Option Market and Its Underlying Market by Coupled Artificial Markets,” Transactions of the Japanese Society for Artificial Intelligence, vol. 31, no. 6, pp. AG-D-1–10, 2016. View at Publisher · View at Google Scholar
  • Kiyoshi Izumi, Takuma Torii, Tomio Kamada, and Kenta Yamada, “Platform design for large-scale artificial market simulation and preliminary evaluation on the K computer,” Artificial Life and Robotics, vol. 22, no. 3, pp. 301–307, 2017. View at Publisher · View at Google Scholar
  • Hernán Larralde, and Roberto Mota Navarro, “A detailed heterogeneous agent model for a single asset financial market with trading via an order book,” PLoS ONE, vol. 12, no. 2, 2017. View at Publisher · View at Google Scholar