Pages that link to "Item:Q1328007"

The following pages link to A microscopic model of the stock market: cycles, booms, and crashes (Q1328007):

Displaying 35 items.

• The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Updating wealth in an asset pricing model with heterogeneous agents (Q607911) (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
• Stock market crashes as social phase transitions (Q844572) (← links)
• Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
• Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) (← links)
• Mesoscopic modelling of financial markets (Q1012703) (← links)
• Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
• Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
• Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
• Some new results on the Levy, Levy and Solomon microscopic stock market model (Q1841361) (← links)
• Stock market crashes and dynamics of aftershocks (Q1928656) (← links)
• Kinetic models for the trading of goods (Q1953111) (← links)
• Agent-based computational finance: Suggested readings and early research (Q1978584) (← links)
• Kinetic models for goods exchange in a multi-agent market (Q2150366) (← links)
• Asynchronous stochastic price pump (Q2156116) (← links)
• Investigations to the dynamics of wealth distribution in a kinetic exchange model (Q2243215) (← links)
• Kinetic modeling of alcohol consumption (Q2283158) (← links)
• A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← links)
• A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
• EFFECTS OF TECHNICAL TRADERS IN A SYNTHETIC STOCK MARKET (Q2716549) (← links)
• DIFFUSION AND AGGREGATION IN AN AGENT BASED MODEL OF STOCK MARKET FLUCTUATIONS (Q2718385) (← links)
• ECONOPHYSICS — A NEW AREA FOR COMPUTATIONAL STATISTICAL PHYSICS? (Q2718395) (← links)
• IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380) (← links)
• High-frequency trading model for a complex trading hierarchy (Q2873026) (← links)
• Social climbing and Amoroso distribution (Q3386872) (← links)
• Heterogeneity, convergence, and autocorrelations (Q3518388) (← links)
• ECONOPHYSICS: WHAT CAN PHYSICISTS CONTRIBUTE TO ECONOMICS? (Q4521249) (← links)
• Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034) (← links)
• Call center service times are lognormal: A Fokker–Planck description (Q4961318) (← links)
• Human behavior and lognormal distribution. A kinetic description (Q4972952) (← links)
• Agent-Based Computational Economics (Q5150311) (← links)
• Volatility driven market in a generalized Lotka-Volterra formalism (Q5951433) (← links)
• Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)