Pages that link to "Item:Q4591760"
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The following pages link to Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760):
Displaying 10 items.
- Fractional virus epidemic model on financial networks (Q501618) (← links)
- Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
- Graph based and multifractal analysis of financial time series model by continuum percolation (Q1786331) (← links)
- Multivariate multiscale entropy of financial markets (Q2007428) (← links)
- Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
- Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics (Q5225795) (← links)
- A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation (Q6167691) (← links)
- Analysis of the dispersion Havrda-Charvat entropy plane in financial time series (Q6537566) (← links)
