Order book, financial markets, and self-organized criticality
From MaRDI portal
Publication:508308
DOI10.1016/j.chaos.2016.03.001zbMath1415.91252arXiv1602.08270OpenAlexW2963766115MaRDI QIDQ508308
Alessandro Pluchino, Alessio Emanuele Biondo, Andrea Rapisarda
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.08270
Related Items
Modeling surveys effects in political competitions, Order book model with herd behavior exhibiting long-range memory, Complexity in quantitative finance and economics
Cites Work
- Unnamed Item
- Macroeconomics from the bottom-up
- The dynamics of speculative behaviour
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Cautious trend-seeking and complex asset price dynamics
- Quantitative sociodynamics. Stochastic methods and models of social interaction processes. Transl. from the German by Richard Calek and Dirk Helbing
- The beneficial role of random strategies in social and financial systems
- Introduction to Nonextensive Statistical Mechanics
- Continuous Auctions and Insider Trading
- Prospect Theory: An Analysis of Decision under Risk
- A Rational Route to Randomness
- Financial markets as nonlinear adaptive evolutionary systems
- Asset price and wealth dynamics under heterogeneous expectations
- Statistical properties of stock order books: empirical results and models
- Analyzing and modeling 1+1d markets
- Price fluctuations from the order book perspective - empirical facts and a simple model
