Parallel Markets, Interdependent Assets, and Market Crashes: An Agent-Based Modeling Perspective

Author

Shih-Fen CHENG, Singapore Management UniversityFollow
Wing Bernard LEE, Singapore Management UniversityFollow
Annie KOH, Singapore Management UniversityFollow

Publication Type

Presentation

Publication Date

6-2011

Discipline

Artificial Intelligence and Robotics | Business | Operations Research, Systems Engineering and Industrial Engineering

Publication

17th International Conference on Computing in Economics and Finance, San Francisco, CA, 29 June-1 July 2011

City or Country

San Francisco, CA, USA

Citation

CHENG, Shih-Fen; LEE, Wing Bernard; and KOH, Annie. Parallel Markets, Interdependent Assets, and Market Crashes: An Agent-Based Modeling Perspective. (2011). 17th International Conference on Computing in Economics and Finance, San Francisco, CA, 29 June-1 July 2011.
Available at: https://ink.library.smu.edu.sg/sis_research/1498