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ABIDES
13 references·2 citing·39 second hop
ABIDES (2020)ABIDESThe microgeographies of global finance: High-frequency trading and the construction of information inequality (2016)The microgeographies of globa…Agent-based modeling and simulation (2009)Agent-based modeling and simu…Methods for empirical game-theoretic analysis (2006)Methods for empirical game-th…Theory of rational option pricing (2005)Theory of rational option pri…Handbook of simulation: Principles, methodology, advances, applications, and practice (1999)Handbook of simulation: Princ…Price Formation in Double Auctions (1998)Price Formation in Double Auc…Handbook of Simulation (1998)Handbook of SimulationThe Swarm Simulation System: A Toolkit for Building Multi-Agent Simulations (1996)The Swarm Simulation System: …A microscopic model of the stock market (1994)A microscopic model of the st…Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Allocative Efficiency of Mark…Fast Concurrent Simulation Using the Time Warp Mechanism (1982)Fast Concurrent Simulation Us…Asynchronous distributed simulation via a sequence of parallel computations (1981)Asynchronous distributed simu…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Learning to simulate realistic limit order book markets from data as a World Agent (2022)Learning to simulate realisti…Reinforcement Learning Approaches to Optimal Market Making (2021)Reinforcement Learning Approa…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Market Liquidity, Hedging and Crashes (1989)Market Liquidity, Hedging, and Crashes (1990)Chaos and order in the capital markets (1991)A builder's guide to agent-based financial markets (2001)Heterogeneity, Market Mechanisms, and Asset Price Dynamics (2009)Agent-based economic models and econometrics (2012)Distributed Simulation: A Case Study in Design and Verification of Distributed Programs (1979)Steady-state simulation of queueing processes: survey of problems and solutions (1990)PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE (1997)Parallel agent-based simulation with Repast for High Performance Computing (2012)Irrational Behavior and Economic Theory (1962)An Evolutionary Theory of Economic Change. (1983)Shared Mental Models: Ideologies and Institutions (1994)An Engine, Not a Camera (2006)What Are Institutions? (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The decision and the organization (1965)Microeconomic Systems as an Experimental Science (1991)Agent-human interactions in the continuous double auction (2001)Internet-Based Virtual Stock Markets for Business Forecasting (2003)Auctions and bidding (2011)Business Dynamics: Systems Thinking and Modeling for a Complex World (2000)Agent-based modeling: Methods and techniques for simulating human systems (2002)Agent-based simulation tutorial - simulation of emergent behavior and differences between agent-based simulation and discrete-event simulation (2010)Information Diffusion among Agents: Implications for Humanitarian Operations (2013)Agent-Based Modeling of Noncommunicable Diseases: A Systematic Review (2015)A New Tool for Epidemiology: The Usefulness of Dynamic-Agent Models in Understanding Place Effects on Health (2008)Complex adaptive systems modeling with Repast Simphony (2013)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Sensitivity Analysis for Chemical Models (2005)A Comparative Review of Sensitivity and Uncertainty Analysis of Large-Scale Systems—II: Statistical Methods (2004)An exploration of alternative approaches to the representation of uncertainty in model predictions (2004)Opening the ‘black box’ of simulations: increased transparency and effective communication through the systematic design of experiments (2011)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1993Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality1,652 cited
  • 1998Handbook of Simulation960 cited
  • 1996The Swarm Simulation System: A Toolkit for Building Multi-Agent Simulations739 cited
  • 1981Asynchronous distributed simulation via a sequence of parallel computations723 cited
  • 1999Handbook of simulation: Principles, methodology, advances, applications, and practice664 cited
  • 2009Agent-based modeling and simulation544 cited
  • 1998Price Formation in Double Auctions370 cited
  • 1994A microscopic model of the stock market245 cited
  • 1982Fast Concurrent Simulation Using the Time Warp Mechanism201 cited
  • 2006Methods for empirical game-theoretic analysis119 cited
  • 2016The microgeographies of global finance: High-frequency trading and the construction of information inequality72 cited

Cited by

  • 2021Reinforcement Learning Approaches to Optimal Market Making30 cited
  • 2022Learning to simulate realistic limit order book markets from data as a World Agent

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23 cited