论文信息 - Looking for the Self-fulfilling Prophecy Effect in a Double Auction Artificial Stock Market

Looking for the Self-fulfilling Prophecy Effect in a Double Auction Artificial Stock Market

This work proposes a double auction artificial stock market based on the Santa Fe market structure. Our market tries to shed light on some facts that usually arise in real stock markets, specially the creation of technical figures in price series. The origin of these figures is believed to be caused by the self-fulfilling prophecy effect, which will be investigated with the proposed market.

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