Investment strategies used as spectroscopy of financial markets reveal new stylized facts.
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Agent-based model with asymmetric trading and herding for complex financial systemsConfidence and self-attribution bias in an artificial stock market.Exact probability distribution functions for Parrondo's games.Fluctuation-driven price dynamics and investment strategies.Using trading strategies to detect phase transitions in financial markets.Calibrating emergent phenomena in stock markets with agent based models.
P2860
Investment strategies used as spectroscopy of financial markets reveal new stylized facts.
description
2011 nî lūn-bûn
@nan
2011 թուականի Սեպտեմբերին հրատարակուած գիտական յօդուած
@hyw
2011 թվականի սեպտեմբերին հրատարակված գիտական հոդված
@hy
2011年の論文
@ja
2011年論文
@yue
2011年論文
@zh-hant
2011年論文
@zh-hk
2011年論文
@zh-mo
2011年論文
@zh-tw
2011年论文
@wuu
name
Investment strategies used as ...... ets reveal new stylized facts.
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Investment strategies used as ...... ets reveal new stylized facts.
@en
Investment strategies used as ...... ets reveal new stylized facts.
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type
label
Investment strategies used as ...... ets reveal new stylized facts.
@ast
Investment strategies used as ...... ets reveal new stylized facts.
@en
Investment strategies used as ...... ets reveal new stylized facts.
@nl
prefLabel
Investment strategies used as ...... ets reveal new stylized facts.
@ast
Investment strategies used as ...... ets reveal new stylized facts.
@en
Investment strategies used as ...... ets reveal new stylized facts.
@nl
P2093
P2860
P1433
P1476
Investment strategies used as spectroscopy of financial markets reveal new stylized facts
@en
P2093
Didier Sornette
Guo-Hua Mu
P2860
P304
P356
10.1371/JOURNAL.PONE.0024391
P407
P577
2011-09-14T00:00:00Z