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Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
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  • 2001Power laws of wealth, market order volumes and market returns154 cited
  • 2010Environmental Policy Theory Given Bounded Rationality and Other-regarding Preferences152 cited
  • 2005The Complexity of Exchange133 cited
  • 2006Asset price and wealth dynamics in a financial market with heterogeneous agents122 cited
  • 2002A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES109 cited
  • 2006Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets103 cited
  • 2009Applications of Statistical Physics in Finance and Economics84 cited
  • 2007Fat tails and volatility clustering in experimental asset markets71 cited
  • 2003Traders' Long-Run Wealth in an Artificial Financial Market68 cited
  • 2015Anticipating Economic Market Crises Using Measures of Collective Panic64 cited
  • 2020Modelling Stock Markets by Multi-agent Reinforcement Learning64 cited
  • 2009Policy instruments for evolution of bounded rationality: Application to climate–energy problems59 cited
  • 2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises38 cited
  • 2010A conceptual model of investor behavior

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32 cited
  • 2013Time horizon trading and the idiosyncratic risk puzzle22 cited
  • 2006BSV INVESTORS VERSUS RATIONAL INVESTORS: AN AGENT-BASED COMPUTATIONAL FINANCE MODEL21 cited