This project investigates the relationship between social interactions among marketparticipants and the emergence of cyclical trends in stock markets. Two models aredeveloped to capture the interaction dynamics among individuals within the market:a basic model and a model with a price mechanism. By conducting numerical examplesand systematic simulations, we examine the behavior of these models. Ourfindings reveal that the basic model does not generate cyclical trends in the stockmarket. However, the model incorporating the price mechanism demonstrates theability to create such trends.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:mdh-63375 |
| Date | January 2023 |
| Creators | Nemati, Sedigheh |
| Publisher | Mälardalens universitet, Utbildningsvetenskap och Matematik |
| 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 |
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