Kinetic model for asset allocation with strategy switching (Q6500343): Difference between revisions

@@ Property / cites work @@
+Emergence of speculation in a hierarchical agent-based model
+Normal rank
@@ Property / cites work @@
+Optimal job switching and retirement decision
@@ Property / cites work: Optimal job switching and retirement decision / rank @@
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
+Normal rank
@@ Property / cites work @@
+The Statistical Mechanics of Financial Markets
@@ Property / cites work: The Statistical Mechanics of Financial Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical equilibrium in simple exchange games II. The redistribution game
+Normal rank
@@ Property / cites work @@
+A kinetic description for the herding behavior in financial market
+Normal rank
@@ Property / cites work @@
+Portfolio optimization and model predictive control: A kinetic approach
+Normal rank
@@ Property / cites work @@
+Mesoscopic modelling of financial markets
@@ Property / cites work: Mesoscopic modelling of financial markets / rank @@
+Normal rank
@@ Property / cites work @@
+Investigations to the dynamics of wealth distribution in a kinetic exchange model
+Normal rank
@@ Property / cites work @@
+Human behavior and lognormal distribution. A kinetic description
+Normal rank
@@ Property / cites work @@
+A Rational Route to Randomness
@@ Property / cites work: A Rational Route to Randomness / rank @@
+Normal rank
@@ Property / cites work @@
+Wealth distribution in presence of debts: a Fokker-Planck description
+Normal rank
@@ Property / cites work @@
+On a kinetic model for a simple market economy
@@ Property / cites work: On a kinetic model for a simple market economy / rank @@
+Normal rank
@@ Property / cites work @@
+International and domestic trading and wealth distribution
+Normal rank