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An Agent-Based Artificial Market Model for Studying the Bitcoin Trading
14 references·1 citing·52 second hop
An Agent-Based Artificial Market Model for Studying the Bitcoin Trading (2019)An Agent-Based Artificial Market Model fo…Scaling properties of extreme price fluctuations in Bitcoin markets (2018)Scaling properties of extreme…Non-linear Autoregressive with Exogeneous input (narx) bitcoin price prediction model using PSO-optimized parameters and moving average technical indicators (2018)Non-linear Autoregressive wit…An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)An Empirical Study on Modelin…Social signals and algorithmic trading of Bitcoin (2015)Social signals and algorithmi…Agent-based economic models and econometrics (2012)Agent-based economic models a…Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Stock return predictability a…Herding effects in order driven markets: The rise and fall of gurus (2011)Herding effects in order driv…Econophysics review: II. 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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1996The econometrics of financial markets886 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 2017An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information458 cited
  • 2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data357 cited
  • 1997New evidence for the power-law distribution of wealth317 cited
  • 2011Econophysics review: II. Agent-based models258 cited
  • 2008The impact of heterogeneous trading rules on the limit order book and order flows249 cited
  • 2012Agent-based economic models and econometrics222 cited
  • 2015Social signals and algorithmic trading of Bitcoin207 cited
  • 2001A real-time adaptive trading system using genetic programming192 cited
  • 2018Scaling properties of extreme price fluctuations in Bitcoin markets123 cited
  • 2011Herding effects in order driven markets: The rise and fall of gurus108 cited
  • 2018Non-linear Autoregressive with Exogeneous input (narx) bitcoin price prediction model using PSO-optimized parameters and moving average technical indicators93 cited

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  • 2022Manipulation of the Bitcoin market: an agent-based study35 cited