ArticleProceedings of the National Academy of Sciences of the United States of America2022
Opinion dynamics in financial markets via random networks.
Article in Proceedings of the National Academy of Sciences of the United States of America, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 6 papers.
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Who cites it
6 citing papers in PubMed.
- Stochastic thermodynamics of social imitation beyond energetics.Nature communications · 2026Article
- Opinion-driven vaccination and epidemic dynamics on heterogeneous networks.Scientific reports · 2026Article
- HiDeS: a higher-order-derivative-supervised neural ordinary differential equation for multi-robot systems and opinion dynamics.Frontiers in neurorobotics · 2024Article
- Global motion filtered nonlinear mutual information analysis: Enhancing dynamic portfolio strategies.PloS one · 2024Article
- Opinion Dynamics Systems on Barabási-Albert Networks: Biswas-Chatterjee-Sen Model.Entropy (Basel, Switzerland) · 2023Article
- Precision Measurement of the Return Distribution Property of the Chinese Stock Market Index.Entropy (Basel, Switzerland) · 2022Article
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Authors and funding
5 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
We investigate financial market dynamics by introducing a heterogeneous agent-based opinion formation model. In this work, we organize individuals in a financial market according to their trading strategy, namely, whether they are noise traders or fundamentalists. The opinion of a local majority compels the market exchanging behavior of noise traders, whereas the global behavior of the market influences the decisions of fundamentalist agents. We introduce a noise parameter,
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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.