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Microscopic Simulation of Financial Markets
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Cited by

  • 2001Agent-based simulation of a financial market184 cited
  • 2003Bubbles, crashes and intermittency in agent based market models143 cited
  • 2004Physics, stability, and dynamics of supply networks99 cited
  • 2008A statistical physics view of financial fluctuations: Evidence for scaling and universality92 cited
  • 2001Similarities and differences between physics and economics86 cited
  • 2004Institutional architectures and behavioral ecologies in the dynamics of financial markets79 cited
  • 2003Agent-based approach to investors' behavior and asset price fluctuation in financial markets75 cited
  • 2007Fat tails and volatility clustering in experimental asset markets71 cited
  • 2003Modelling supply networks and business cycles as unstable transport phenomena71 cited
  • 2003Traders' Long-Run Wealth in an Artificial Financial Market68 cited
  • 2006Agent-Based Financial Markets: Matching Stylized Facts with Style63 cited
  • 2010Single-Period Mean–Variance Analysis in a Changing World35 cited
  • 2007Overweighing Recent Observations: Experimental Results and Economic Implications3 cited

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