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A mechanism for pockets of predictability in complex adaptive systems
11 references·0 citing·43 second hop
A mechanism for pockets of predictability in complex adaptive systems (2005)A mechanism for pockets of predictability…Minority Games: Interacting agents in financial markets (2004)Minority Games: Interacting a…Minority Games (2004)Minority GamesThe $-game (2003)The $-gameMarket force, ecology and evolution (2002)Market force, ecology and evo…Predictability of Large Future Changes in a Competitive Evolving Population (2001)Predictability of Large Futur…Microscopic models for long ranged volatility correlations (2001)Microscopic models for long r…Relevance of memory in minority games (2000)Relevance of memory in minori…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Predicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …Irrelevance of memory in the minority game (1999)Irrelevance of memory in the …Adaptive Competition, Market Efficiency, and Phase Transitions (1999)Adaptive Competition, Market …What Moves Stock Prices? (1988)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Physical approach to complex systems (2012)Social physics (2022)Emergence of cooperation and organization in an evolutionary gameEmergence of cooperation and organization in an evolutionary game (1997)On the minority game: Analytical and numerical studies (1998)Thermal Model for Adaptive Competition in a Market (1999)Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact (2000)Stylized facts of financial markets and market crashes in Minority Games (2001)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: II (1991)Modeling market mechanism with minority game (2000)Statistical Mechanics of Systems with Heterogeneous Agents: Minority Games (2000)Econophysics review: II. Agent-based models (2011)A long memory property of stock market returns and a new model (1993)A Rational Route to Randomness (1997)Introduction to Econophysics (1999)Application of multifractal measures to Tehran price index (2005)Structure of local interactions in complex financial dynamics (2014)A Random Walk Down Wall Street (1973)Evolutionary games and spatial chaos (1992)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Econometrics of Financial Markets (1997)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Speculative bubbles, crashes and rational expectations (1979)ARCH modeling in finance (1992)CRASHES AS CRITICAL POINTS (2000)Dragon-Kings, Black Swans and the Prediction of Crises (2009)The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Stochastic Evolutionary Game Dynamics (2009)Abrupt rise of new machine ecology beyond human response time (2013)Reputation and reciprocity (2023)Criticality and market efficiency in a simple realistic model of the stock market (2003)Heterogeneity, convergence, and autocorrelations (2007)Emergence of long memory in stock volatility from a modified Mike-Farmer model (2009)A computational view of market efficiency (2011)Do Successful Researchers Reach the Self-Organized Critical Point? (2023)
this work references cited by second hop

References

  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 2002Market force, ecology and evolution480 cited
  • 1999Adaptive Competition, Market Efficiency, and Phase Transitions346 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 2004Minority Games: Interacting agents in financial markets222 cited
  • 1999Irrelevance of memory in the minority game191 cited
  • 2004Minority Games108 cited
  • 2003The $-game100 cited
  • 2001Microscopic models for long ranged volatility correlations96 cited
  • 2001Predictability of Large Future Changes in a Competitive Evolving Population88 cited
  • 2000Relevance of memory in minority games82 cited

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