Pages that link to "Item:Q1646518"
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The following pages link to Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518):
Displaying 8 items.
- Connectivity, information jumps, and market stability: an agent-based approach (Q1674796) (← links)
- A network-based dynamic analysis in an equity stock market (Q1694200) (← links)
- Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)
- Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
- Financial interaction networks inferred from traded volumes (Q3301995) (← links)
- Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237) (← links)
- EXPLORING THE ASSET–LIABILITY RATIO FINANCIAL MANAGEMENT OF SMALL AND MEDIUM-SIZED ENTERPRISES UNDER DYNAMIC NONLINEAR SYSTEM (Q5070781) (← links)
- To copatent or not to copatent: an agent-based model for firms facing this dilemma (Q6106788) (← links)