Scale invariance and criticality in financial markets

DOI10.1016/S0378-4371(02)01908-8zbMath1057.91031MaRDI QIDQ1873925

Matteo Marsili

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

statistical mechanicsminority gamestime-domain state classification

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

How trading activity scales with company size in the FTSE 100

Cites Work

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• Algorithms of maximum likelihood data clustering with applications
• From Minority Games to real markets
• On a universal mechanism for long-range volatility correlations
• Dissecting financial markets: sectors and states
• Introduction to Econophysics
• Stylized facts of financial markets and market crashes in Minority Games
• Market mechanism and expectations in minority and majority games

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