Synapse
⌘+K
Synapse
PulseExploreJournal ClubResearchersJournals
Instagram
HomeJournal ClubExplore
December 1, 2025Open Access

Adaptive agent-based modeling in finance: selected applications

View Full Paper
Ask AI
Bookmark
Share

Authors

EMEsposito Marcello

Discussion

Loading...

Member takes

Overview

Review discusses agent-based models' impact on trading strategies and price formation in financial markets, suggesting enhanced realism may yield insights.

Key Points

  • Volatility clustering impacts price formation in financial markets, and bounded rationality affects trading strategies.
  • Agent-based models simulate investor interactions to evaluate various anomalies like excessive trading volumes and herding behaviour.
  • The analysis reviews central modeling choices impacting the calibration complexity of trading strategies and investor heterogeneity.
  • Improving the realism of these models may provide better insights into market dynamics, although challenges remain.

Cite This Study

Esposito Marcello (2025) studied this question.

synapsesocial.com/papers/69402c4d2d562116f2902a1dhttps://doi.org/10.25428/2532-554x/19
View Full Paper
Ask AI
Bookmark
Share

Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1Financial Revolution through Agent-based Artificial Simulation Computational Models for Predicting Market Behavior2024 · 3 citations
  2. 2Agent-based modeling and simulation for economic markets: a comprehensive review of applications, challenges, and opportunities2026
  3. 3Behavioral Biases as Drivers of Complexity in Stock Markets: An Agent-Based Modeling Approach2026 · 1 citations
  4. 4Navigating the Stock Market: Modeling Wealth Exchange and Network Interaction with Loss Aversion, Disposition Effect and Anchoring and Adjustment Bias2024 · 5 citations
  5. 5Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study2024 · 1 citations