Order book model with herd behavior exhibiting long-range memory (Q2159603): Difference between revisions

@@ Property / DOI @@
-.1016/j.physa.2019.03.059
@@ Property / DOI: 10.1016/j.physa.2019.03.059 / rank @@
-Normal rank
@@ Property / author @@
-Aleksejus Kononovicius
@@ Property / author: Aleksejus Kononovicius / rank @@
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@@ Property / author @@
+Aleksejus Kononovicius
@@ Property / author: Aleksejus Kononovicius / rank @@
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+MaRDI publication profile
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+W2950618724
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@@ Property / cites work @@
+Statistical properties of stock order books: empirical results and models
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+Statistical theory of the continuous double auction
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+Analyzing and modeling 1+1d markets
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+A MATHEMATICAL APPROACH TO ORDER BOOK MODELING
@@ Property / cites work: A MATHEMATICAL APPROACH TO ORDER BOOK MODELING / rank @@
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+From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand
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+Order book, financial markets, and self-organized criticality
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+Network structure andn-dependence in agent-based herding models
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+Minimal agent based model for financial markets. II
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+Empirical analysis and agent-based modeling of the Lithuanian parliamentary elections
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+Estimation of agent-based models using sequential Monte Carlo methods
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+Q4002472
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+Coupled nonlinear stochastic differential equations generating arbitrary distributed observable with 1/f noise
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@@ Property / Wikidata QID @@
+Q128203321
@@ Property / Wikidata QID: Q128203321 / rank @@
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@@ Property / DOI @@
+.1016/J.PHYSA.2019.03.059
@@ Property / DOI: 10.1016/J.PHYSA.2019.03.059 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2159603