Concepedia

Agent-based Market Simulation

Agent-Based Market Simulation is a computational modeling framework that simulates financial markets by representing individual market participants as autonomous agents who interact based on predefined rules to generate collective market dynamics.

663

Publications

30.7K

Citations

1.5K

Authors

651

Institutions

Publications per year

2017–2026

175

Parents

Publications

663

Scaling and criticality in a stochastic multi-agent model of a financial market

Thomas Lux, Michele Marchesi · Nature · 1999 · 1.5K citations

, , +14

Agent-based Computational Finance

Blake LeBaron · RePEc: Research Papers in Economics · 1989 · 710 citations

, , +17

Agent-Based Computational Economics: A Constructive Approach to Economic Theory

Leigh Tesfatsion · RePEc: Research Papers in Economics · 2006 · 584 citations

, , +17

Agent-based computational finance: Suggested readings and early research

Blake LeBaron · Journal of Economic Dynamics and Control · 2000 · 560 citations

, , +15

Artificial economic life: a simple model of a stockmarket

R. G. Palmer, W. Brian Arthur, John H. Holland et al. · Physica D Nonlinear Phenomena · 1994 · 496 citations · Full text

, , +10

1–5 of 663

Authors

1.5K

  1. IP
    Isabel Praça

    Polytechnic Institute of Porto, Portugal

    14 publications · 769 citations

    14

    h-index

  2. ZV
    Zita Vale

    Polytechnic Institute of Porto, Portugal

    18 publications · 878 citations

    14

    h-index

  3. BL
    Blake LeBaron

    Brandeis University, United States

    14 publications · 2.4K citations

    11

    h-index

  4. TP
    Tiago Pinto

    Polytechnic Institute of Porto, Portugal

    10 publications · 498 citations

    10

    h-index

  5. WF
    Wolf Fïchtner

    Karlsruhe Institute of Technology, Germany

    10 publications · 388 citations

    10

    h-index

1–5 of 1.5K

Institutions

651

  1. Karlsruhe Institute of Technology

    Karlsruhe, Germany

    16 h-index

    62 publications

    2.7K citations

  2. Polytechnic Institute of Porto

    Porto, Portugal

    14 h-index

    86 publications

    3.8K citations

  3. Argonne National Laboratory

    Lemont, United States

    13 h-index

    35 publications

    2.1K citations

  4. University of Genoa

    Genoa, Italy

    12 h-index

    25 publications

    1.6K citations

  5. The University of Tokyo

    Tokyo, Japan

    12 h-index

    41 publications

    637 citations

  6. Bielefeld University

    Bielefeld, Germany

    11 h-index

    22 publications

    1.3K citations

  7. ETH Zurich

    Zurich, Switzerland

    10 h-index

    23 publications

    1.2K citations

  8. Christian-Albrechts-Universität zu Kiel

    Kiel, Germany

    10 h-index

    15 publications

    1.5K citations

1–8 of 651

Venues

  1. 16

    h-index

  2. Energy Policy

    13 publications · 1.1K citations

    13

    h-index

  3. SSRN Electronic Journal

    Repository · 16 publications · 764 citations

    13

    h-index

  4. Journal of Economic Dynamics and Control

    13 publications · 1.3K citations

    12

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 13 publications · 2K citations

    11

    h-index

1–5