Pages that link to "Item:Q5935295"
From MaRDI portal
The following pages link to Stylized facts of financial markets and market crashes in Minority Games (Q5935295):
Displaying 30 items.
- Diffusion and localization of relative strategy scores in the minority game (Q503379) (← links)
- Monte Carlo simulations of a trader-based market model (Q699140) (← links)
- Discounted and finitely repeated minority games with public signals (Q931784) (← links)
- Generalized persistence probability in a dynamic economic index (Q1394706) (← links)
- Colored minority games (Q1600247) (← links)
- Investigation on financial crises with the negative-information-propagation-induced model (Q1620427) (← links)
- Tipping points in macroeconomic agent-based models (Q1623962) (← links)
- An agent-based model of stock markets incorporating momentum investors (Q1672973) (← links)
- The quasi-periodicity of the minority game revisited (Q1673202) (← links)
- Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
- Time series analysis for minority game simulations of financial markets (Q1867889) (← links)
- Playing minority game (Q1873919) (← links)
- Scale invariance and criticality in financial markets (Q1873925) (← links)
- Strategies and evolution in the minority game: a multi-round strategy experiment (Q2016222) (← links)
- Conformity and influence (Q2098975) (← links)
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- Statistical signatures in times of panic: markets as a self-organizing system (Q2873556) (← links)
- Price return autocorrelation and predictability in agent-based models of financial markets (Q3375401) (← links)
- MINORITY AND MAJORITY GAMES IN FINANCIAL MARKETS (Q3510242) (← links)
- Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
- From Minority Game to Black&Scholes Pricing (Q4585003) (← links)
- Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach (Q4637662) (← links)
- Dissecting financial markets: sectors and states (Q4646791) (← links)
- Optimal imitation capacity and crossover phenomenon in the dynamics of social contagions (Q4964648) (← links)
- Detailed study of a moving average trading rule (Q5026541) (← links)
- Market mechanism and expectations in minority and majority games (Q5947868) (← links)
- Price fluctuations from the order book perspective - empirical facts and a simple model (Q5947885) (← links)
- Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)
- Structure of persistently prominent stocks in financial dynamics (Q6620190) (← links)
