Data.rar (225.18 MB)
Data.rar
Here we include the data generated by the simulations of the model presented in the research paper "A Detailed Heterogeneous Agent Model for a Single Asset Financial Market With Trading Via an Order Book" to be published in PLOS ONE.
Price time series as well as power law fit results and hypothesis tests results are included.
There is a text file inside each folder with a detailed description of the nature of the data.
