An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series (Q5874629)
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scientific article; zbMATH DE number 7651328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series |
scientific article; zbMATH DE number 7651328 |
Statements
An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series (English)
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8 February 2023
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cognitive agent-based model
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round-trip trading
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financial stylized facts
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0.7797121405601501
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0.7215129137039185
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0.7065790295600891
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0.6808356046676636
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