Pages that link to "Item:Q1328007"

The following pages link to A microscopic model of the stock market: cycles, booms, and crashes (Q1328007):

Displayed 34 items.

• The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) ‎ (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) ‎ (← links)
• Updating wealth in an asset pricing model with heterogeneous agents (Q607911) ‎ (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) ‎ (← links)
• Stock market crashes as social phase transitions (Q844572) ‎ (← links)
• Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) ‎ (← links)
• Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) ‎ (← links)
• Mesoscopic modelling of financial markets (Q1012703) ‎ (← links)
• Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) ‎ (← links)
• Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) ‎ (← links)
• Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) ‎ (← links)
• Some new results on the Levy, Levy and Solomon microscopic stock market model (Q1841361) ‎ (← links)
• Stock market crashes and dynamics of aftershocks (Q1928656) ‎ (← links)
• Kinetic models for the trading of goods (Q1953111) ‎ (← links)
• Agent-based computational finance: Suggested readings and early research (Q1978584) ‎ (← links)
• Kinetic models for goods exchange in a multi-agent market (Q2150366) ‎ (← links)
• Asynchronous stochastic price pump (Q2156116) ‎ (← links)
• Investigations to the dynamics of wealth distribution in a kinetic exchange model (Q2243215) ‎ (← links)
• Kinetic modeling of alcohol consumption (Q2283158) ‎ (← links)
• A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) ‎ (← links)
• A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) ‎ (← links)
• EFFECTS OF TECHNICAL TRADERS IN A SYNTHETIC STOCK MARKET (Q2716549) ‎ (← links)
• DIFFUSION AND AGGREGATION IN AN AGENT BASED MODEL OF STOCK MARKET FLUCTUATIONS (Q2718385) ‎ (← links)
• ECONOPHYSICS — A NEW AREA FOR COMPUTATIONAL STATISTICAL PHYSICS? (Q2718395) ‎ (← links)
• IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380) ‎ (← links)
• High-frequency trading model for a complex trading hierarchy (Q2873026) ‎ (← links)
• Social climbing and Amoroso distribution (Q3386872) ‎ (← links)
• Heterogeneity, convergence, and autocorrelations (Q3518388) ‎ (← links)
• ECONOPHYSICS: WHAT CAN PHYSICISTS CONTRIBUTE TO ECONOMICS? (Q4521249) ‎ (← links)
• Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034) ‎ (← links)
• Call center service times are lognormal: A Fokker–Planck description (Q4961318) ‎ (← links)
• Human behavior and lognormal distribution. A kinetic description (Q4972952) ‎ (← links)
• Agent-Based Computational Economics (Q5150311) ‎ (← links)
• Volatility driven market in a generalized Lotka-Volterra formalism (Q5951433) ‎ (← links)