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On the influence of COVID-19 on the stock market : A complex system analysis

The stock market is a highly complex adaptive system as different entities interact, operate and change states due to a specific trading behavior they follow. For that reason, the dynamics that can be found there change over time due to these actions. However, when systematic risks like COVID-19 take place these dynamics are altered. In this master thesis, an agent-based modelis constructed that simulates the interaction between investors and five companies with the purpose of investigating how its dynamics are affected. This agent-based model is constructed by using the environment of Python. Additionally, another purpose of this study is to compare a financial index like OMSX30 to a constructed financial index given by the agent-based model. Lastly, according to the findings of this study, a constructed index made with the corresponding model does not fully capture the dynamics of OMSX30. However, there are some similarities in terms of trends.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:mdh-63331
Date January 2023
CreatorsGiannakis, Nikolaos
PublisherMälardalens universitet, Akademin för utbildning, kultur och kommunikation
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess

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