Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821): Difference between revisions

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+Linking agent-based models and stochastic models of financial markets
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Self-organizing Ising model of financial markets
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+On the probability distribution of stock returns in the Mike-Farmer model
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+Between complexity of modelling and modelling of complexity: an essay on econophysics
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+Economic fluctuations and statistical physics: the puzzle of large fluctuations
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+Effect of boundary conditions on stochastic Ising-like financial market price model
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+STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
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+Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
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+Empirical properties of asset returns: stylized facts and statistical issues
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+Quantifying complexity of financial short-term time series by composite multiscale entropy measure
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+Time series analysis using composite multiscale entropy
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+Fluctuations of stock price model by statistical physics systems
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+Q4833822
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+Power-Law Distributions in Empirical Data
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