Agent-Based Modelling of a Commodity Market Dynamics

被引：0
|
作者：
Gebarowski, R. [1 ]
Drozdz, S. [2 ]
Gorski, A. Z. [2 ]
Oswiecimka, P. [2 ]
机构：
[1] Cracow Univ Technol, Inst Phys, Podchorazych 1, PL-30084 Krakow, Poland
[2] Polish Acad Sci, Henryk Niewodniczanski Inst Nucl Phys, Complex Syst Theory Dept, E Radzikowskiego 152, PL-31342 Krakow, Poland
来源：
ACTA PHYSICA POLONICA A | 2016年 / 129卷 / 05期
关键词：
MONEY; EMERGENCE;
D O I：
10.12693/APhysPolA.129.1032
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
A modification of Yasutomi's agent-based model of the commodity market is investigated. It is argued that introduced modification of the microscopic exchange rules allows for emergence of commodity exchange rates in the model. Moreover, the model scaling due to finite size effects is considered and some practical implications of such scaling are discussed.
引用
收藏
页码：1032 / 1037
页数：6
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