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Application of multi-agent games to the prediction of financial time series
1 references·1 citing·11 second hop
Application of multi-agent games to the prediction of financial time series (2001)Application of multi-agent games to the p…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …"Buy on the Rumor:" Anticipatory Affect and Investor Behavior (2002)"Buy on the Rumor:" Anticipat…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)A model of investor sentiment /Investor Psychology and Security Market Under‐ and Overreactions (1998)Risk as feelings. (2001)A Synthesis of Modern Portfolio Theoryand Sustainable Investment (2012)An equation with many variables: unhiding the relationship between sustainability and investment performance (2014)
this work references cited by second hop

References

  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited

Cited by

  • 2002"Buy on the Rumor:" Anticipatory Affect and Investor Behavior30 cited

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