Holger K. von Jouanne-Diedrich • 8/15/2023

Can a Simple Multi-Agent Model Replicate Complex Stock Market Behaviour?

This article details building a multi-agent simulation in R to model stock market dynamics. It explores how agents using technical vs. fundamental analysis interact and adapt, replicating real market phenomena like price trends and volatility over a simulated 20-year period.

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#Agent Based Modeling #Multi Agent Systems #R Programming