Pages that link to "Item:Q1817045"
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The following pages link to Artificial economic life: A simple model of a stockmarket (Q1817045):
Displayed 34 items.
- Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Modeling and simulation of an artificial stock option market (Q943963) (← links)
- Discrete dynamics in transitional economies (Q1303519) (← links)
- A learning-to-forecast experiment on the foreign exchange market with a classifier system (Q1391456) (← links)
- Evolution and anti-evolution in a minimal stock market model (Q1397358) (← links)
- Criticality and punctuated equilibrium in a spin system model of a financial market (Q1574146) (← links)
- Self-organized criticality and partial synchronization in an evolving network (Q1576631) (← links)
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market (Q1583448) (← links)
- Econophysics: past and present (Q1620542) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- Connectivity, information jumps, and market stability: an agent-based approach (Q1674796) (← links)
- Artificial economic life: A simple model of a stockmarket (Q1817045) (← links)
- Detecting stock market turning points using wavelet leaders method (Q2072275) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)
- Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- Modeling the emission trading scheme from an agent-based perspective: system dynamics emerging from firms' coordination among abatement options (Q2189905) (← links)
- Simulation of game analysis based on an agent-based artificial stock market re-examined (Q2508195) (← links)
- Leverage causes fat tails and clustered volatility (Q2869960) (← links)
- High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
- A computational view of market efficiency (Q3088324) (← links)
- EDUCATION, NEIGHBORHOOD EFFECTS AND GROWTH: AN AGENT-BASED MODEL APPROACH (Q3529021) (← links)
- Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining (Q3627049) (← links)
- CHAOTIC FEATURE OF MARTIN PROCESS IMPOSED ON THE COSINE FUNCTION (Q3637993) (← links)
- Heterogeneous information-based artificial stock market (Q4594872) (← links)
- Agent-Based Computational Economics (Q5150311) (← links)
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)
- THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS (Q5484258) (← links)
- Tobin tax and market depth (Q5697328) (← links)
- Agent-based simulation of a financial market (Q5947896) (← links)
- Multiagent systems for modeling the information game in a financial market (Q6056280) (← links)