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.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:mdh-63331 |
| Date | January 2023 |
| Creators | Giannakis, Nikolaos |
| Publisher | Mälardalens universitet, Akademin för utbildning, kultur och kommunikation |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.0017 seconds