金融流动性:一种新兴现象

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2020-01-01 DOI:10.3934/jdg.2020015

Alfredo García, M. Szybisz

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引用次数: 0

摘要

在一个复杂的系统模型中，我们模拟了经济主体不同策略的运行，以研究不同类型的波动。金融资产的流动性是代理人相互作用的结果，而不是资产的内在属性。代理人所采用的策略规则的微小差异导致市场流动性的路径不同。我们的模拟也支持这样的观点，即最大局部允许波动越大，路径散度越大。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Financial liquidity: An emergent phenomena

In a complex system model we simulate runs for different strategies of economic agents to study diverse types of fluctuations. The liquidity of financial assets arises as a result of agent's interaction and not as intrinsic properties of the assets. Small differences in the strategic rules adopted by the agents lead to divergent paths of market liquidity. Our simulation also supports the idea that the higher the maximum local allowed fluctuation the higher the path divergence.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.

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