Pages that link to "Item:Q1960557"
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The following pages link to Time series properties of an artificial stock market (Q1960557):
Displayed 50 items.
- BRA: an algorithm for simulating bounded rational agents (Q429817) (← links)
- The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs (Q433381) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Evolutionary dynamics in markets with many trader types (Q556400) (← links)
- Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
- A novel hyperchaotic system with infinitely many heteroclinic orbits coined (Q722907) (← links)
- Study on the stability of an artificial stock option market based on bidirectional conduction (Q742669) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Target zone interventions and coordination of expectations (Q850929) (← links)
- Globally evolutionarily stable portfolio rules (Q928881) (← links)
- A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- On the performance of efficient portfolios (Q953774) (← links)
- Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) (← links)
- A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
- Markets do not select for a liquidity preference as behavior towards risk (Q956503) (← links)
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) (← links)
- The role of communication and imitation in limit order markets (Q977765) (← links)
- Hopf bifurcation and intermittent transition to hyperchaos in a novel strong four-dimensional hyperchaotic system (Q994794) (← links)
- An evolutionary game theory explanation of ARCH effects (Q1027364) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- Introduction to the special issue on agent-based computational economics (Q1583443) (← links)
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices (Q1583447) (← links)
- Learning classifier systems: New models, successful applications (Q1603572) (← links)
- Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
- Connectivity, information jumps, and market stability: an agent-based approach (Q1674796) (← links)
- Hopf bifurcation analysis and ultimate bound estimation of a new 4-D quadratic autonomous hyper-chaotic system (Q1733759) (← links)
- Abnormal statistical properties of stock indexes during a financial crash (Q1783348) (← links)
- Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
- Evolutionary finance and dynamic games (Q1938965) (← links)
- Agent-based computational finance: Suggested readings and early research (Q1978584) (← links)
- Heterogeneous beliefs and the non-linear cobweb model (Q1978589) (← links)
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents (Q1978590) (← links)
- Statistical properties of genetic learning in a model of exchange rate (Q1978598) (← links)
- Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
- Strategy switching in the Japanese stock market (Q1994138) (← links)
- Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
- Spoofing the limit order book: a strategic agent-based analysis (Q2052548) (← links)
- Reinforcement learning equilibrium in limit order markets (Q2102852) (← links)
- Permutation entropy analysis based on Gini-Simpson index for financial time series (Q2146811) (← links)
- Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)