The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange

Table 14

Sensitivity analysis.

Parameter; (1)	Parameter ranges; (2)	Network; (3)	Parameter value used in this paper/corresponding average return rate (A) and std dev of the return rate (SD); (4)		Average return rate between the parameter ranges; (5)	Average std deviation of the return rate between the parameter ranges; (6)
Link set by new nodes (L)		Barabási	6
			A	SD
			0.192	0.0399
Number of initial neighbors (IN)		Small-world	5
			A	SD
			0.1947	0.0417
Rewiring probability (RP)		Small-world	0.10
			A	SD
			0.1947	0.0417
Linking probability (LP)		Random	0.10
			A	SD
			0.1945	0.0436
Interest rate (r)		Barabási	0.10
			A	SD
			0.1920	0.0399
Beta		Barabási	2000
			A	SD
			0.1920	0.0399
Risk aversion		Barabási	0.5
			A	SD
			0.1920	0.0399
Interest rate (r)		Small-world	0.10
			A	SD
			0.1947	0.0420
Beta		Small-world	2000
			A	SD
			0.1947	0.0420
Risk aversion		Small-world	0.5
			A	SD
			0.1947	0.0420
Interest rate (r)		Random	0.10
			A	SD
			0.1945	0.0436
Beta		Random	2000
			A	SD
			0.1945	0.0436
Risk aversion		Random	0.5
			A	SD
			0.1945	0.0436