{"id":"https://openalex.org/W4392305381","doi":"https://doi.org/10.5220/0012429500003636","title":"Exploring the Impact of Competing Narratives on Financial Markets I: An Opinionated Trader Agent-Based Model as a Practical Testbed","display_name":"Exploring the Impact of Competing Narratives on Financial Markets I: An Opinionated Trader Agent-Based Model as a Practical Testbed","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4392305381","doi":"https://doi.org/10.5220/0012429500003636"},"language":"en","primary_location":{"id":"doi:10.5220/0012429500003636","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0012429500003636","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 16th International Conference on Agents and Artificial Intelligence","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.5220/0012429500003636","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068660997","display_name":"Arwa Bokhari","orcid":"https://orcid.org/0000-0003-2987-4601"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]},{"id":"https://openalex.org/I179331831","display_name":"Taif University","ror":"https://ror.org/014g1a453","country_code":"SA","type":"education","lineage":["https://openalex.org/I179331831"]}],"countries":["GB","SA"],"is_corresponding":true,"raw_author_name":"Arwa Bokhari","raw_affiliation_strings":["Department of Computer Science, University of Bristol, Bristol BS8 1UB, U.K., --- Select a Country ---","Information Technology Department, College of Computers and Information Technology, Taif University, Saudi Arabia, --- Select a Country ---"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University of Bristol, Bristol BS8 1UB, U.K., --- Select a Country ---","institution_ids":["https://openalex.org/I36234482"]},{"raw_affiliation_string":"Information Technology Department, College of Computers and Information Technology, Taif University, Saudi Arabia, --- Select a Country ---","institution_ids":["https://openalex.org/I179331831"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5068660997"],"corresponding_institution_ids":["https://openalex.org/I179331831","https://openalex.org/I36234482"],"apc_list":null,"apc_paid":null,"fwci":1.0987,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.75533239,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"127","last_page":"137"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9627000093460083,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9627000093460083,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10019","display_name":"Corporate Finance and Governance","score":0.9549000263214111,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13963","display_name":"Organizational Management and Leadership","score":0.9251000285148621,"subfield":{"id":"https://openalex.org/subfields/1405","display_name":"Management of Technology and Innovation"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/testbed","display_name":"Testbed","score":0.9524415731430054},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6240338087081909},{"id":"https://openalex.org/keywords/narrative","display_name":"Narrative","score":0.5978513956069946},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5740618109703064},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.24491727352142334},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.21654948592185974},{"id":"https://openalex.org/keywords/world-wide-web","display_name":"World Wide Web","score":0.18059921264648438},{"id":"https://openalex.org/keywords/literature","display_name":"Literature","score":0.06190979480743408}],"concepts":[{"id":"https://openalex.org/C31395832","wikidata":"https://www.wikidata.org/wiki/Q1318674","display_name":"Testbed","level":2,"score":0.9524415731430054},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6240338087081909},{"id":"https://openalex.org/C199033989","wikidata":"https://www.wikidata.org/wiki/Q1318295","display_name":"Narrative","level":2,"score":0.5978513956069946},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5740618109703064},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.24491727352142334},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21654948592185974},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.18059921264648438},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.06190979480743408},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.5220/0012429500003636","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0012429500003636","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 16th International Conference on Agents and Artificial Intelligence","raw_type":"proceedings-article"},{"id":"pmh:oai:research-information.bris.ac.uk:openaire/d7f88f0c-d0e0-414c-94ed-fa5006bb6e0a","is_oa":true,"landing_page_url":"https://research-information.bris.ac.uk/en/publications/d7f88f0c-d0e0-414c-94ed-fa5006bb6e0a","pdf_url":null,"source":{"id":"https://openalex.org/S7407055359","display_name":"Explore Bristol Research","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Bokhari, A 2024, Exploring the Impact of Competing Narratives on Financial Markets I : An Opinionated Trader Agent-Based Model as a Practical Testbed. in Proceedings of the 16th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART. vol. 1, ICAART - International Conference on Agents and Artificial Intelligence, SciTePress, pp. 127-137. https://doi.org/10.5220/0012429500003636","raw_type":"contributionToPeriodical"},{"id":"pmh:oai:research-information.bris.ac.uk:publications/d7f88f0c-d0e0-414c-94ed-fa5006bb6e0a","is_oa":true,"landing_page_url":"https://hdl.handle.net/1983/d7f88f0c-d0e0-414c-94ed-fa5006bb6e0a","pdf_url":null,"source":{"id":"https://openalex.org/S7407055359","display_name":"Explore Bristol Research","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Bokhari, A 2024, Exploring the Impact of Competing Narratives on Financial Markets I : An Opinionated Trader Agent-Based Model as a Practical Testbed. in Proceedings of the 16th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART. vol. 1, ICAART - International Conference on Agents and Artificial Intelligence, SciTePress, pp. 127-137. https://doi.org/10.5220/0012429500003636","raw_type":"contributionToPeriodical"}],"best_oa_location":{"id":"doi:10.5220/0012429500003636","is_oa":true,"landing_page_url":"https://doi.org/10.5220/0012429500003636","pdf_url":null,"source":null,"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 16th International Conference on Agents and Artificial Intelligence","raw_type":"proceedings-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2883256816","https://openalex.org/W2171408034","https://openalex.org/W3003320923","https://openalex.org/W2106140982","https://openalex.org/W2152313554","https://openalex.org/W2064303750","https://openalex.org/W4285042611"],"abstract_inverted_index":{"This":[0,68,100],"paper":[1],"introduces":[2],"a":[3,25,57,71],"framework":[4],"to":[5,38,46,73],"empirically":[6],"investigate":[7],"the":[8,61,66,117],"influence":[9],"of":[10,22,65],"competing":[11],"narratives":[12],"on":[13,83,107],"financial":[14,26],"market":[15,76,98,111],"dynamics.":[16],"I":[17,114],"present":[18],"an":[19,43],"agent-based":[20],"model":[21],"traders":[23,29],"in":[24,90],"market,":[27],"where":[28],"are":[30,36,81],"driven":[31],"by":[32],"opinion":[33,63],"dynamics":[34,64],"and":[35,42,86,110,113,123],"subject":[37],"self-reinforcement,":[39],"herding":[40],"behaviors,":[41],"accumulative":[44],"response":[45],"new":[47],"information.":[48],"My":[49],"systematic":[50],"approach":[51],"includes":[52],"isolating":[53],"these":[54],"factors,":[55],"enabling":[56],"parametric":[58],"analysis":[59],"within":[60],"collective":[62],"market.":[67],"simulation":[69],"provides":[70],"testbed":[72],"evaluate":[74],"various":[75],"scenarios.":[77],"While":[78],"my":[79],"findings":[80],"based":[82],"simulated":[84],"data":[85],"thus":[87],"warrant":[88],"caution":[89],"real-world":[91],"interpretation,":[92],"they":[93],"offer":[94],"important":[95],"insights":[96],"into":[97],"fluctuations.":[99],"study":[101],"lays":[102],"groundwork":[103],"for":[104,121],"further":[105],"research":[106],"trader":[108],"behavior":[109],"dynamics,":[112],"have":[115],"made":[116],"source-code":[118],"publicly":[119],"available":[120],"replication":[122],"extension.":[124]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}