Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525)
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English | Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality |
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Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (English)
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19 May 2020
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complex systems
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financial agent-based models
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time series analysis
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multifractal analysis
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detrended fluctuation analysis
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