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ArticleFrom market games to real-world markets

Paul Jefferies2001

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Articlegreen2001

From market games to real-world markets

Paul Jefferies · P. M. Hui · Neil F. Johnson

126 citations·0/0 files stored·The European Physical Journal B

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1999Scaling and criticality in a stochastic multi-agent model of a financial market 1999Complexity and the Economy n.d.Emergence of cooperation and organization in an evolutionary game 2002Market force, ecology and evolution 1999Adaptive Competition, Market Efficiency, and Phase Transitions n.d.On the minority game: Analytical and numerical studies 1994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes 1999Thermal Model for Adaptive Competition in a Market

Cited by

2009Emergence of long memory in stock volatility from a modified Mike-Farmer model 2001Market mechanism and expectations in minority and majority games 2001Predictability of Large Future Changes in a Competitive Evolving Population 2005Application of multifractal measures to Tehran price index 2002Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos 2009

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1999Physicists attempt to scale the ivory towers of financearticle · 7 shared references 2001Microscopic models for long ranged volatility correlationsarticle · 5 shared references 1999Thermal Model for Adaptive Competition in a Marketarticle · 4 shared references 2001Market mechanism and expectations in minority and majority gamesarticle · 4 shared references 1999Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impactpreprint · 4 shared references 2012Physical approach to complex systemsarticle · 3 shared references

Details

Year2001

Typearticle

Published2001-04-01

VenueThe European Physical Journal B

ISSN-L1434-6028

Languageen

Citations126

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1007/s100510170228

openalex_workW1976503548

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