Information Exposure, Associative Memory Networks, and Price Dynamics across Assets
Published: 6 September 2026| Version 1 | DOI: 10.17632/kd6znm5326.1
Contributors:
Chao Zhang, Description
replication package (data and code) of Information Exposure, Associative Memory Networks, and Price Dynamics across Assets
Files
Steps to reproduce
No external raw data were collected. All shared data are generated by the model. The workflow constructs the reference memory network from dated information sessions using finite encoding, memory decay, and competing retrieval rules. A scrambled Sobol search with fixed seeds identifies stable parameter vectors that satisfy broad bands derived from published event descriptions. Heterogeneous network simulations then generate the observation-level data, tables, and figures. The complete Python workflow, dependencies, random seeds, and validation script are included in the replication package.
Categories
Asset Pricing