(click to copy)

Publication

Clusters of traders in financial markets

In this chapter we discuss Aoki’s work on the description of clusters of economic agents acting in a market.

Specifically, we briefly discuss his work on the Ewens distribution and its application in a model of stock market with heterogeneous agents.

We then review recent empirical analyses on the heterogeneity of financial market participants and make a working hypothesis for an empirical study on the distribution of the number of clusters of market participants in a real stock market monitored with a resolution down to the shadowed identity of market participants.

R. Mantegna, Clusters of traders in financial markets, in: Aoyama H., Aruka Y., Yoshikawa H. (eds) Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics. Evolutionary Economics and Social Complexity Science 22. Springer, Singapore.

Rosario Mantegna

0 Pages 0 Press 0 News 0 Events 0 Projects 0 Publications 0 Person 0 Visualisation 0 Art

Signup

CSH Newsletter

Choose your preference
   
Data Protection*