The following pages link to (Q3400733):
Displaying 14 items.
- Monte Carlo simulations of a trader-based market model (Q699140) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Minimal agent based model for financial markets. I (Q977859) (← links)
- Minimal agent based model for financial markets. II (Q977860) (← links)
- Stylized facts from a threshold-based heterogeneous agent model (Q978829) (← links)
- Empirical validation of stochastic models of interacting agents (Q978855) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Evolution and anti-evolution in a minimal stock market model (Q1397358) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- From ants to fishing vessels: a simple model for herding and exploitation of finite resources (Q2246624) (← links)
- Effects of technical traders in a synthetic stock market (Q2716549) (← links)
- Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning (Q3116129) (← links)
