Pages that link to "Item:Q978853"

The following pages link to Self-organizing Ising model of financial markets (Q978853):

Displaying 26 items.

• Herd behavior and financial crashes: an interacting particle system approach (Q670597) (← links)
• Diversity-induced resonance in a model for opinion formation (Q977774) (← links)
• GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model (Q1028253) (← links)
• A generalized voter model with time-decaying memory on a multilayer network (Q1619653) (← links)
• Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
• Ising model of financial markets with many assets (Q1619880) (← links)
• Investor structure and the price-volume relationship in a continuous double auction market: an agent-based modeling perspective (Q1620242) (← links)
• Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
• Interaction in agent-based economics: a survey on the network approach (Q1782628) (← links)
• Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
• Two-dimensional stochastic dynamics as model for time evolution of the financial market (Q2120661) (← links)
• Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
• The analysis of the dynamic optimization problem in econophysics from the point of view of the symplectic approach for constrained systems (Q2131685) (← links)
• Modeling of the financial market using the two-dimensional anisotropic Ising model (Q2147667) (← links)
• Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039) (← links)
• Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763) (← links)
• Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
• Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)
• Herding, minority game, market clearing and efficient markets in a simple spin model framework (Q2204799) (← links)
• A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← links)
• Analysis of non-stationary dynamics in the financial system (Q2453048) (← links)
• The minimal model of financial complexity (Q2866368) (← links)
• Statistical signatures in times of panic: markets as a self-organizing system (Q2873556) (← links)
• Hierarchical structure of stock price fluctuations in financial markets (Q3301322) (← links)
• Complexity is a matter of distance (Q6107171) (← links)
• Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)