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Haiyan Cai

University of Missouri – St. Louis

Department of Mathematics and Computer Science

1 University Blvd.

St Louis, MO 63121

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

A Random Cluster Process Approach to Collective Market Dynamics with Local Interactions

International Journal of Theoretical and Applied Finance, Vol. 12, No. 2, pp. 251-266, 2009
Posted: 20 Apr 2010
Kang Chen and Haiyan Cai
Nanyang Technological University (NTU) - Centre for Research in Financial Services (CREFS) and University of Missouri – St. Louis

Abstract:

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Random cluster process, agent-based models, Gibbs distribution, social interaction