Pages that link to "Item:Q4646472"

The following pages link to Financial markets as nonlinear adaptive evolutionary systems (Q4646472):

Displaying 42 items.

• Order book, financial markets, and self-organized criticality (Q508308) (← links)
• Evolutionary dynamics in markets with many trader types (Q556400) (← links)
• Institutional architectures and behavioral ecologies in the dynamics of financial markets (Q556412) (← links)
• Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
• An introduction to statistical finance (Q699524) (← links)
• Market mood, adaptive beliefs and asset price dynamics (Q943158) (← links)
• A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
• Speculative markets and the effectiveness of price limits (Q951476) (← links)
• Representativeness of news and exchange rate dynamics (Q953771) (← links)
• Heterogeneity of agents, transactions costs and the exchange rate (Q953773) (← 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)
• Commodity markets, price limiters and speculative price dynamics (Q956452) (← links)
• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
• Financial crises and interacting heterogeneous agents (Q976527) (← links)
• Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach (Q976531) (← links)
• A simple asset pricing model with social interactions and heterogeneous beliefs (Q1017039) (← links)
• An evolutionary game theory explanation of ARCH effects (Q1027364) (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
• Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← 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)
• Volatility clustering in agent based market models (Q1873924) (← links)
• Can competition between forecasters stabilize asset prices in learning to forecast experiments? (Q2007857) (← links)
• Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
• An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
• Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
• Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
• Heterogeneous agents in multi-markets: a coupled map lattices approach (Q2228558) (← links)
• Dynamic interaction models of economic equilibrium (Q2271615) (← links)
• The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
• Exploring the financial risk of a temperature index: a fractional integrated approach (Q2288969) (← links)
• Coordination on bubbles in large-group asset pricing experiments (Q2291435) (← links)
• Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis (Q2314721) (← links)
• EMU and the stability and volatility of foreign exchange: some empirical evidence (Q2483610) (← links)
• A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
• Detecting intraday financial market states using temporal clustering (Q4554234) (← links)
• Market-maker, inventory control and foreign exchange dynamics (Q4647282) (← links)
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
• Herd behavior, bubbles and social interactions in financial markets (Q5404068) (← links)
• Microscopic models for long ranged volatility correlations (Q5947863) (← links)
• Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)