SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
From market games to real-world markets
8 references·9 citing·43 second hop
From market games to real-world markets (2001)From market games to real-world marketsMarket force, ecology and evolution (2002)Market force, ecology and evo…Thermal Model for Adaptive Competition in a Market (1999)Thermal Model for Adaptive Co…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Complexity and the Economy (1999)Complexity and the EconomyAdaptive Competition, Market Efficiency, and Phase Transitions (1999)Adaptive Competition, Market …The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (1994)The Black-Scholes option pric…On the minority game: Analytical and numerical studiesOn the minority game: Analyti…Emergence of cooperation and organization in an evolutionary gameEmergence of cooperation and …Experimental econophysics: Complexity, self-organization, and emergent properties (2014)Experimental econophysics: Co…Emergence of long memory in stock volatility from a modified Mike-Farmer model (2009)Emergence of long memory in s…An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market (2009)An Heterogeneous, Endogenous …Application of multifractal measures to Tehran price index (2005)Application of multifractal m…Risk trading, network topology and banking regulation (2003)Risk trading, network topolog…Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (2002)Imitation and contrarian beha…Predictability of Large Future Changes in a Competitive Evolving Population (2001)Predictability of Large Futur…PARRONDO STRATEGIES FOR ARTIFICIAL TRADERS (2001)PARRONDO STRATEGIES FOR ARTIF…Market mechanism and expectations in minority and majority games (2001)Market mechanism and expectat…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)What Moves Stock Prices? (1988)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Physical approach to complex systems (2012)Social physics (2022)Efficient Capital Markets: II (1991)Emergence of cooperation and organization in an evolutionary game (1997)Modeling market mechanism with minority game (2000)Statistical Mechanics of Systems with Heterogeneous Agents: Minority Games (2000)Econophysics review: II. Agent-based models (2011)Experience-weighted Attraction Learning in Normal Form Games (1999)Criticality and market efficiency in a simple realistic model of the stock market (2003)Statistical mechanics of socio-economic systems with heterogeneous agents (2006)Minority Games (2008)Evolutionary Games and Population Dynamics (1998)Physicists attempt to scale the ivory towers of finance (1999)Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact (2000)A SIMPLE MODEL OF PRICE FORMATION (2002)The Relation Between Price Changes and Trading Volume: A Survey (1987)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Universal price impact functions of individual trades in an order-driven market (2010)Determinants of immediate price impacts at the trade level in an emerging order-driven market (2012)A behavioural model of investor sentiment in limit order markets (2016)Asset Prices in an Exchange Economy (1978)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Increasing Returns and Economic Geography (1990)Simplifying complexity: a review of complexity theory (2001)Governance and Complexity—Emerging Issues for Governance Theory (2008)Business Models for Sustainability (2016)The Evolution of Cooperation (1985)Inductive Reasoning and Bounded Rationality (1994)Irrelevance of memory in the minority game (1999)Volatility distribution in the S&P500 stock index (1997)Multifractal analysis of foreign exchange data (1999)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Chapter 24 Agent-based Computational Finance (2006)Multifractal analysis of financial markets: a review (2019)
this work references cited by second hop

References

  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1999Complexity and the Economy1,142 cited
  • n.d.Emergence of cooperation and organization in an evolutionary game838 cited
  • 2002Market force, ecology and evolution480 cited
  • 1999Adaptive Competition, Market Efficiency, and Phase Transitions346 cited
  • n.d.On the minority game: Analytical and numerical studies301 cited
  • 1994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes169 cited
  • 1999Thermal Model for Adaptive Competition in a Market165 cited

Cited by

  • 2009Emergence of long memory in stock volatility from a modified Mike-Farmer model90 cited
  • 2001Market mechanism and expectations in minority and majority games88 cited
  • 2001Predictability of Large Future Changes in a Competitive Evolving Population88 cited
  • 2005Application of multifractal measures to Tehran price index85 cited
  • 2002Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos75 cited
  • 2009An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market74 cited
  • 2014

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Experimental econophysics: Complexity, self-organization, and emergent properties
60 cited
  • 2003Risk trading, network topology and banking regulation53 cited
  • 2001PARRONDO STRATEGIES FOR ARTIFICIAL TRADERS25 cited