Agent-based simulation of a financial market
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Publication:5947896
DOI10.1016/S0378-4371(01)00312-0zbMath0974.91013arXivcond-mat/0103600MaRDI QIDQ5947896
Sergio M. Focardi, Michele Marchesi, Silvano Cincotti, Marco Raberto
Publication date: 23 October 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0103600
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Cites Work
- Artificial economic life: A simple model of a stockmarket
- Time series properties of an artificial stock market
- Agent-based computational finance: Suggested readings and early research
- AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Power laws in economics and finance: some ideas from physics
- Introduction to Econophysics
- Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness
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