Agent-based Modeling Behavior of Traders in Tehran Stock Exchange (Case study: Mobarakeh Esfahan Steel Company)

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

Abbasi Seir Salman; Hashemighohar Mohsen; FEYZI AMMAR

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: MODERN RESEARCHES IN DECISION MAKING Year:2022 | Volume:7 | Issue:1 Page(s): 88-114

Download Full-Text

Persian Verion

View:

Download:

Cites:

Information Journal Paper

Title

Agent-based Modeling Behavior of Traders in Tehran Stock Exchange (Case study: Mobarakeh Esfahan Steel Company)

Author(s)

Abbasi Seir Salman | Hashemighohar Mohsen | FEYZI AMMAR | Issue Writer Certificate

Keywords

Tehran Stock Exchange (TSE)

Behavior of Traders (BT)

Shareholder Behavior

personality traits

Agent-based Modeling (ABM)

Abstract

One of the efficiency assumptions of stock market is that investors act rationally, but the results of researchers' scholars show that in many cases, investors in the stock market have irrational behavior. The present study show irrational behavior. In the present article, two types of personalities are considered for shareholders in the stock market. The first group has an impulsivity personality and the second group has an oscillating personality. Traders who have an impulsivity personality buy stocks when prices increased and sold when prices decreased. On the other hand, there are oscillators who buy when prices dropped and sold when prices increased. The innovation of the present study is to provide a dynamic model for analyzing the behavior of investors by agent-based modeling and considering their various personalities of trader’, s behavior in NetLogo software environment. Finally, after designed model, the validity of the model is assessed which results indicate high validity of the designed model in the simulation environment. The results show that the percentage of shareholders with oscillating and impulsivity personality in the price balance is distributed to 52% and 48% between impulsivity and oscillating shareholders.

Cites

No record.

References

No record.

Cite

APA: Copy

Abbasi Seir, Salman, Hashemighohar, Mohsen, & FEYZI, AMMAR. (2022). Agent-based Modeling Behavior of Traders in Tehran Stock Exchange (Case study: Mobarakeh Esfahan Steel Company). MODERN RESEARCHES IN DECISION MAKING, 7(1 ), 88-114. SID. https://sid.ir/paper/1045884/en

Vancouver: Copy

Abbasi Seir Salman, Hashemighohar Mohsen, FEYZI AMMAR. Agent-based Modeling Behavior of Traders in Tehran Stock Exchange (Case study: Mobarakeh Esfahan Steel Company). MODERN RESEARCHES IN DECISION MAKING[Internet]. 2022;7(1 ):88-114. Available from: https://sid.ir/paper/1045884/en

IEEE: Copy

Salman Abbasi Seir, Mohsen Hashemighohar, and AMMAR FEYZI, “Agent-based Modeling Behavior of Traders in Tehran Stock Exchange (Case study: Mobarakeh Esfahan Steel Company),” MODERN RESEARCHES IN DECISION MAKING, vol. 7, no. 1 , pp. 88–114, 2022, [Online]. Available: https://sid.ir/paper/1045884/en

Related Journal Papers

No record.

Related Seminar Papers

No record.

Related Plans

No record.

Recommended Workshops