A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS
DOI10.1142/S0219024909005178zbMATH Open1185.91089MaRDI QIDQ5324403FDOQ5324403
Authors: Haiyan Cai, Kang Chen 
Publication date: 3 August 2009
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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Cites Work
- Collective dynamics of `small-world' networks
- The Random-Cluster Model
- Gibbs measures and phase transitions
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
- A statistical equilibrium theory of markets
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- News and price returns from threshold behaviour and vice-versa: exact solution of an agent-based market model
Cited In (2)
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