Scaling and criticality in a stochastic multi-agent model of a financial market
about
Anticipating Economic Market Crises Using Measures of Collective PanicQuantifying Wikipedia Usage Patterns Before Stock Market MovesQuantifying trading behavior in financial markets using Google TrendsStatistical properties of the volatility of price fluctuationsQuantifying the semantics of search behavior before stock market movesCan Google Trends search queries contribute to risk diversification?Accurate market price formation model with both supply-demand and trend-following for global food prices providing policy recommendationsQuantifying Stock Return Distributions in Financial MarketsMarkets, Herding and Response to External InformationHow volatilities nonlocal in time affect the price dynamics in complex financial systemsCritical dynamics in genetic regulatory networks: examples from four kingdoms.Variability trend in the scale-free fluctuation of economic and market data.Aberrant Long-Range Temporal Correlations in Depression Are Attenuated after Psychological Treatment.Minding impacting events in a model of stochastic varianceGene expression dynamics in the macrophage exhibit criticality.Switching processes in financial markets.Consentaneous agent-based and stochastic model of the financial marketsLocal difference measures between complex networks for dynamical system model evaluation.Unraveling hidden order in the dynamics of developed and emerging marketsEndogenous Price Bubbles in a Multi-Agent System of the Housing MarketLack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk.Understanding Financial Market States Using an Artificial Double Auction Market.Linking agent-based models and stochastic models of financial marketsAre Price Limits Effective? An Examination of an Artificial Stock Market.Collective Behavior of Market Participants during Abrupt Stock Price Changes.The Asian Correction Can Be Quantitatively Forecasted Using a Statistical Model of Fusion-Fission Processes.A detailed heterogeneous agent model for a single asset financial market with trading via an order book.Quantifying the behavior of stock correlations under market stress.Confidence and the stock market: an agent-based approach.Inference of Boolean networks using sensitivity regularization.Memory effects in stock price dynamics: evidences of technical tradingIntraday seasonalities and nonstationarity of trading volume in financial markets: Collective features.Solvable stochastic dealer models for financial markets.Measuring critical transitions in financial markets.Nonlinear scaling analysis approach of agent-based Potts financial dynamical model.How do Co-agents Actively Regulate their Collective Behavior States?Abrupt rise of new machine ecology beyond human response timeNonlinear multi-analysis of agent-based financial market dynamics by epidemic system.Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems.Boltzmann-type control of opinion consensus through leaders.
P2860
Q21131740-0EAB3F67-CA9A-453F-952D-82FC89B4A82AQ24629584-B8336A70-140C-4444-AAB7-B37D10A9F1D5Q24631411-8C3451AE-489D-4128-9A89-C7B05AD0B1F1Q27342944-C8D84C37-25AD-455B-A77A-13E91504CBC0Q28244846-55FEE631-4AC7-4BF5-9A3E-7A38FC5FDBACQ28298741-78566773-2B2A-4D2E-BE30-9A2E15521813Q28607205-C6CED701-2782-4A9A-93AD-4D50E46A8001Q28608175-386FF953-8428-44E7-8E5A-200B4F20BA62Q28646612-2285F7E9-2DD1-4B45-BB16-94FB96C72E77Q28653292-8DC95457-E9DE-49D3-9257-0CCB5C6D7F47Q33344447-67EA9508-FBBF-4C58-B780-E1423B73E311Q33491120-D90E48D3-4B37-408C-97A3-134758937A94Q33846414-39798EDB-8191-4219-962D-BE58B38778E4Q33869852-E2B2CF00-5FAF-4FE3-AFC2-5261F248F4B6Q34746240-039B7334-1615-4563-8634-695A301761E7Q34977821-A6D5F652-2D2C-4A73-8F8F-9CD8D99536D3Q35207660-727688A6-8A0B-4E98-8C93-9643FDE15088Q35346007-0C2181D1-6BB2-4A11-A586-FCD757557841Q35406709-630A24F1-9E90-430A-B246-5E78CFC88BFFQ35673177-9D0B720C-4FC5-48EA-ABE6-2517D0DADEBEQ35892878-0CDEE9E8-8E1B-4DC3-AA01-85533E2AA7A2Q35974964-BAA543A9-E3AD-4347-BFF3-FE70880069F5Q36001411-6271AACF-1735-4BE3-9182-519AE99DDE5DQ36101110-B2A8A99D-5D68-4BD0-81BD-1546DA113012Q36101126-72B644D2-FF95-4326-91C5-C563A2D3497AQ36153732-943C6B67-0020-4322-BA64-EEFFCAD82F5BQ36292834-9F3854F9-EFF2-4475-AD5F-943231912050Q36330094-97E98401-EF26-4B09-9E96-A6B98D2E122FQ37451942-194D1357-C4C6-4008-977F-90501594858DQ38378002-079EB876-F417-4FE7-AED0-7743F7DB60E5Q38535208-386E52A8-1A62-4A72-8167-4FA995C7045FQ38655195-6EF7263B-6DAC-4364-99F1-3E9C66B0B3A8Q39972024-E018E154-9669-4A68-9AC1-A72FB70E35DDQ41048062-D8FD8C08-446B-423B-A502-EA0D54D2B15FQ41632708-F26ABA97-DD0F-4B5E-829A-4EB46C65880EQ41670831-336025FE-BAD8-44AE-8CB5-398AD491CAB7Q42067047-8AD22E24-8EAC-4CDB-925F-6F5D5A314BDBQ42133446-3BBA7C4A-2474-4A45-AC5B-673BD4DF08E7Q42144678-43B20796-238D-4781-827E-9F72447DB9DAQ42263218-13050A5E-801C-4AB8-A8A8-C43601ABFF81
P2860
Scaling and criticality in a stochastic multi-agent model of a financial market
description
article publiƩ dans la revue scientifique Nature
@fr
scientific article published in Nature
@en
wetenschappelijk artikel
@nl
Š½Š°ŃŠŗŠ¾Š²Š° ŃŃŠ°ŃŃŃ, Š¾ŠæŃŠ±Š»ŃŠŗŠ¾Š²Š°Š½Š° Š² Nature Š² Š»ŃŃŠ¾Š¼Ń 1999
@uk
name
Scaling and criticality in a stochastic multi-agent model of a financial market
@en
Scaling and criticality in a stochastic multi-agent model of a financial market
@nl
type
label
Scaling and criticality in a stochastic multi-agent model of a financial market
@en
Scaling and criticality in a stochastic multi-agent model of a financial market
@nl
prefLabel
Scaling and criticality in a stochastic multi-agent model of a financial market
@en
Scaling and criticality in a stochastic multi-agent model of a financial market
@nl
P2860
P356
P1433
P1476
Scaling and criticality in a stochastic multi-agent model of a financial market
@en
P2093
Michele Marchesi
Thomas Lux
P2860
P2888
P304
P356
10.1038/17290
P407
P577
1999-02-01T00:00:00Z
P6179
1021145451