Pages that link to "Item:Q2962164"

The following pages link to Linking agent-based models and stochastic models of financial markets (Q2962164):

Displaying 18 items.

• Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
• Equation-free analysis of agent-based models and systematic parameter determination (Q1620045) (← links)
• Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
• Control of the socio-economic systems using herding interactions (Q1782800) (← links)
• Public cooperation in two-layer networks with asymmetric interaction and learning environments (Q2007684) (← links)
• Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
• Dynamic risk resonance between crude oil and stock market by econophysics and machine learning (Q2096786) (← links)
• Black swans, extreme risks, and the e-pile model of self-organized criticality (Q2131639) (← links)
• Stability of financial market driven by information delay and liquidity in delay agent-based model (Q2145000) (← links)
• Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
• Information driving force and its application in agent-based modeling (Q2150223) (← links)
• Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
• Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
• Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
• On the probabilistic approach to heterogeneous structure interactions in agent-based computational models (Q2513581) (← links)
• Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods (Q2668299) (← links)
• A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation (Q6167691) (← links)