Analyze the Behavioral Foundation of Stylized Facts Using Agent-Based Simulation and STGP Algorithm

Saeideh Sarkamaryan; Ali Jafari; Abbasali Pooraghajan

Volume 6, Issue 4 , 2022, , Pages 1-30

https://doi.org/10.30699/ijf.2022.268577.1191

Abstract
  Although theoretical and empirical literature regarding the stylized facts shows evidence of their correlations to herding behavior in financial markets, the causes of such phenomena are still unknown. Using an agent-based model strengthened by the competition co-evolution algorithm (STGP) technique, ...  Read More