相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Control of the socio-economic systems using herding interactions
A. Kononovicius et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2014)
STOCK RETURNS VERSUS TRADING VOLUME: IS THE CORRESPONDENCE MORE GENERAL?
Rafal Rak et al.
ACTA PHYSICA POLONICA B (2013)
Introduction to econophysics: towards a new step in the evolution of physical sciences
Christophe Schinckus
CONTEMPORARY PHYSICS (2013)
Three-state herding model of the financial markets
A. Kononovicius et al.
EPL (2013)
THE CLASS OF NONLINEAR STOCHASTIC MODELS AS A BACKGROUND FOR THE BURSTY BEHAVIOR IN FINANCIAL MARKETS
Vygintas Gontis et al.
ADVANCES IN COMPLEX SYSTEMS (2012)
Microscopic understanding of heavy-tailed return distributions in an agent-based model
Thilo A. Schmitt et al.
EPL (2012)
A complex systems approach to constructing better models for managing financial markets and the economy
J. Doyne Farmer et al.
EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS (2012)
Agent based reasoning for the non-linear stochastic models of long-range memory
A. Kononovicius et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2012)
Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams
Ribin Lye et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2012)
Stochastic differential equations for evolutionary dynamics with demographic noise and mutations
Arne Traulsen et al.
PHYSICAL REVIEW E (2012)
Linking agent-based models and stochastic models of financial markets
Ling Feng et al.
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2012)
Econophysics review: II. Agent-based models
Anirban Chakraborti et al.
QUANTITATIVE FINANCE (2011)
A long-range memory stochastic model of the return in financial markets
V. Gontis et al.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2010)
The economy needs agent-based modelling
J. Doyne Farmer et al.
NATURE (2009)
Economics crisis
Thomas Lux et al.
NATURE PHYSICS (2009)
Statistical physics of social dynamics
Claudio Castellano et al.
REVIEWS OF MODERN PHYSICS (2009)
Economics needs a scientific revolution
Jean-Philippe Bouchaud
NATURE (2008)
Multi-agent-based Order Book Model of financial markets
T. Preis et al.
EUROPHYSICS LETTERS (2006)
Institutional investors and stock market volatility
Xavier Gabaix et al.
QUARTERLY JOURNAL OF ECONOMICS (2006)
Opinion dynamics in a three-choice system
S Gekle et al.
EUROPEAN PHYSICAL JOURNAL B (2005)
What really causes large price changes?
JD Farmer et al.
QUANTITATIVE FINANCE (2004)
A theory of power-law distributions in financial market fluctuations
X Gabaix et al.
NATURE (2003)
Option pricing formulas based on a non-Gaussian stock price model
L Borland
PHYSICAL REVIEW LETTERS (2002)
分享论文
