Pages that link to "Item:Q2962164"
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The following pages link to Linking agent-based models and stochastic models of financial markets (Q2962164):
Displaying 26 items.
- On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- Equation-free analysis of agent-based models and systematic parameter determination (Q1620045) (← links)
- Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
- Control of the socio-economic systems using herding interactions (Q1782800) (← links)
- The extraction of macromodel and origin of long-ranged correlations (Q1874002) (← links)
- Public cooperation in two-layer networks with asymmetric interaction and learning environments (Q2007684) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- Dynamic risk resonance between crude oil and stock market by econophysics and machine learning (Q2096786) (← links)
- Black swans, extreme risks, and the e-pile model of self-organized criticality (Q2131639) (← links)
- Stability of financial market driven by information delay and liquidity in delay agent-based model (Q2145000) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- Information driving force and its application in agent-based modeling (Q2150223) (← links)
- Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
- On the probabilistic approach to heterogeneous structure interactions in agent-based computational models (Q2513581) (← links)
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods (Q2668299) (← links)
- An agent-based model of corporate bond trading (Q4554442) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
- (Q5292102) (← links)
- A novel agent model of heterogeneous risk based on temporal interaction network for stock price simulation (Q6167691) (← links)
