participants - 12th Edition Artificial Economics Rome 20th-21st September 2016

12th Artificial Economics Conference
co-located with Social Simulation Conference


Paper submission: April 18th 2016

Acceptance notification: June 6th 2016

Early registration: July 15th 2016


20th-21st September 2016

The Impact of Dividends in an Investor Network

Matthew Oldham


The behavior of financial markets has, and continues, to frustrate investors and academics. With the advent of new approaches, including a complex systems framework, the search for an explanation as to how and why markets behavior as they do has greatly expanded. The use of agent-based models and the inclusion of network science has played an important role in increasing the relevance of the complex systems. Through the use of an artificial stock market utilizing an Ising model based agent-based model, this paper provides significant insight into the roles that an asset’s dividend payout ratio has in influencing the returns of that asset.