Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111): Difference between revisions

@@ Property / cites work @@
+Econophysics for philosophers
@@ Property / cites work: Econophysics for philosophers / rank @@
+Normal rank
@@ Property / cites work @@
+ECONOPHYSICS AND ECONOMIC COMPLEXITY
@@ Property / cites work: ECONOPHYSICS AND ECONOMIC COMPLEXITY / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamics of Markets
@@ Property / cites work: Dynamics of Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Is there a sharp phase transition for deterministic cellular automata?
+Normal rank
@@ Property / cites work @@
+Linking agent-based models and stochastic models of financial markets
+Normal rank
@@ Property / cites work @@
+Handbook of computational economics. Vol. 2: Agent-based computational economics
+Normal rank
@@ Property / cites work @@
+Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index
+Normal rank
@@ Property / cites work @@
+Exponentially damped Lévy flights
@@ Property / cites work: Exponentially damped Lévy flights / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
+Normal rank
@@ Property / cites work @@
+Price fluctuations from the order book perspective - empirical facts and a simple model
+Normal rank
@@ Property / cites work @@
+Q3426060
@@ Property / cites work: Q3426060 / rank @@
+Normal rank
@@ Property / cites work @@
+Agent-based computational finance: Suggested readings and early research
+Normal rank
@@ Property / cites work @@
+Time series properties of an artificial stock market
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
+Normal rank
@@ Property / cites work @@
+Minimal agent based model for financial markets. I
+Normal rank
@@ Property / cites work @@
+Emergence and collapse of money through reciprocity
+Normal rank
@@ Property / cites work @@
+Erratum: Statistical equilibrium in simple exchange games. I
+Normal rank
@@ Property / cites work @@
+Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
+Normal rank
@@ Property / cites work @@
+Basic kinetic wealth-exchange models: common features and open problems
+Normal rank
@@ Property / cites work @@
+The Statistical Signature of Pervasive Competition on Wage and Salary Incomes
+Normal rank
@@ Property / cites work @@
+Financial markets as nonlinear adaptive evolutionary systems
+Normal rank
@@ Property / cites work @@
+Analyzing and modeling 1+1d markets
@@ Property / cites work: Analyzing and modeling 1+1d markets / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical theory of the continuous double auction
+Normal rank
@@ Property / cites work @@
+Application of multi-agent games to the prediction of financial time series
+Normal rank
@@ Property / cites work @@
+Self-organizing Ising model of financial markets
@@ Property / cites work: Self-organizing Ising model of financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+High-frequency trading model for a complex trading hierarchy
+Normal rank
@@ Property / cites work @@
+Limits of Predictability in Human Mobility
@@ Property / cites work: Limits of Predictability in Human Mobility / rank @@
+Normal rank
@@ Property / cites work @@
+The re-emergence of emergence: A venerable concept in search of a theory
+Normal rank
@@ Property / cites work @@
+Dynamic Models for File Sizes and Double Pareto Distributions
+Normal rank