Pages that link to "Item:Q310977"
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The following pages link to Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977):
Displaying 14 items.
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS (Q827280) (← links)
- A model of regret, investor behavior, and market turbulence (Q893402) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- A method for agent-based models validation (Q1655690) (← links)
- An agent-based model of stock markets incorporating momentum investors (Q1672973) (← links)
- Distributed investment decisions and forecasting errors: an analysis based on a multi-agent simulation model (Q1698910) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Sentiment contagion analysis of interacting investors: evidence from China's stock forum (Q2158912) (← links)
- Behavioral heterogeneity and financial crisis: the role of sentiment (Q2162939) (← links)
- Estimating a model of herding behavior on social networks (Q2170596) (← links)
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model (Q5347032) (← links)