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Removing systematic patterns in returns in a financial market model by artificially intelligent traders
16 references·2 citing·42 second hop
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References

  • 1995The Limits of Arbitrage5,282 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1995Random Walks in Stock Market Prices1,227 cited
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  • 1999Time series properties of an artificial stock market729 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 1989Agent-based Computational Finance693 cited
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  • 1997From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets522 cited
  • 2002The price dynamics of common trading strategies475 cited
  • 1987Anomalies: The January Effect390 cited
  • 2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model

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  • 2013Working time preferences, hours mismatch and well-being of couples: Are there spillovers?107 cited
  • 2014Speculative behavior and the dynamics of interacting stock markets59 cited