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PARRONDO STRATEGIES FOR ARTIFICIAL TRADERS
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PARRONDO STRATEGIES FOR ARTIFICIAL TRADERS (2001)PARRONDO STRATEGIES FOR ARTIFICIAL TRADERSBubbles and Crashes (2003)Bubbles and CrashesMarket Fluctuations I: Scaling, Multiscaling, and Their Possible Origins (2002)Market Fluctuations I: Scalin…From market games to real-world markets (2001)From market games to real-wor…Transmission of Information and Herd Behavior: An Application to Financial Markets (2000)Transmission of Information a…Agent-based computational finance: Suggested readings and early research (2000)Agent-based computational fin…Explaining the facts with adaptive agents: The case of mutual fund flows (1997)Explaining the facts with ada…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Agent-based Computational Finance (1989)Agent-based Computational Fin…The Survival of Noise Traders in Financial Markets (1988)The Survival of Noise Traders…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)The Use of Knowledge in Society (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Negative bubbles and shocks in cryptocurrency markets (2016)Emergence of cooperation and organization in an evolutionary gameComplexity and the Economy (1999)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Market mechanism and expectations in minority and majority games (2001)Predictability of Large Future Changes in a Competitive Evolving Population (2001)Emergence of long memory in stock volatility from a modified Mike-Farmer model (2009)On the Impossibility of Informationally Efficient Markets (1980)The equity premium: A puzzle (1985)ARCH modeling in finance (1992)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Scaling behaviour in the dynamics of an economic index (1995)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Cooperation, social networks, and the emergence of leadership in a prisoner’s dilemma with adaptive local interactions (2005)Common ecology quantifies human insurgency (2009)Dragon-Kings, Black Swans and the Prediction of Crises (2009)Mean Reversion in Stock Prices: Evidence and Implications (1987)Herd Behavior and Investment (1988)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Heterogeneous Agent Models in Economics and Finance (2005)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Agent-Based Models of Financial Markets: A Comparison with Experimental Markets (2001)Using genetic programming to predict financial data (2003)Madison Avenue Meets Wall Street: Mutual Fund Families, Competition and Advertising (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Speculative markets and the effectiveness of price limits (2003)The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies (2008)Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation (2014)The General Theory of Employment, Interest and Money. (1936)An Evolutionary Theory of Economic Change (1983)Time series properties of an artificial stock market (1999)The General Theory of Employment, Interest and Money. (1936)Information, trade and common knowledge (1982)Global Games and Equilibrium Selection (1993)Hedge Funds and the Technology Bubble (2004)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Efficient Capital Markets and Martingales (1989)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)
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References

  • 2003Bubbles and Crashes1,246 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 1989Agent-based Computational Finance693 cited
  • 2000Agent-based computational finance: Suggested readings and early research557 cited
  • 1988The Survival of Noise Traders in Financial Markets529 cited
  • 2000Transmission of Information and Herd Behavior: An Application to Financial Markets283 cited
  • 1997Explaining the facts with adaptive agents: The case of mutual fund flows166 cited
  • 2001From market games to real-world markets126 cited
  • 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins114 cited

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