Pages that link to "Item:Q844571"

The following pages link to Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571):

Displaying 33 items.

• Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Order book, financial markets, and self-organized criticality (Q508308) (← links)
• The financial instability hypothesis: a stochastic microfoundation framework (Q550828) (← links)
• Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
• Stock market crashes as social phase transitions (Q844572) (← links)
• From discrete to continuous time evolutionary finance models (Q964562) (← links)
• What distinguishes individual stocks from the index? (Q977581) (← links)
• Minimal agent based model for financial markets. I (Q977859) (← links)
• Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
• Transition probability, dynamic regimes, and the critical point of financial crisis (Q1618427) (← links)
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
• Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
• Empirical analysis and agent-based modeling of the Lithuanian parliamentary elections (Q1694236) (← links)
• Control of the socio-economic systems using herding interactions (Q1782800) (← links)
• Herding, trend chasing and market volatility (Q1991959) (← links)
• Supportive interactions in the noisy voter model (Q2129471) (← links)
• Ordering dynamics in the voter model with aging (Q2141434) (← links)
• The noisy voter model under the influence of contrarians (Q2155398) (← links)
• Order book model with herd behavior exhibiting long-range memory (Q2159603) (← links)
• Estimating a model of herding behavior on social networks (Q2170596) (← links)
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
• From ants to fishing vessels: a simple model for herding and exploitation of finite resources (Q2246624) (← links)
• Multi-agent-based VaR forecasting (Q2246798) (← links)
• Network structure andn-dependence in agent-based herding models (Q2271608) (← links)
• Linking agent-based models and stochastic models of financial markets (Q2962164) (← links)
• SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS (Q3018437) (← links)
• Noisy voter model for the anomalous diffusion of parliamentary presence (Q5135049) (← links)
• Reduction from non-Markovian to Markovian dynamics: the case of aging in the noisy-voter model (Q5135066) (← links)
• Investor sentiment and trading behavior (Q5139741) (← links)
• Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)
• Approximate Bayesian inference for agent-based models in economics: a case study (Q6553215) (← links)
• Parameter estimation of an agent-based stock price model (Q6570572) (← links)