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subject:"Agentenbasierte Modellierung"
~isPartOf:"The European Physical Journal B - Condensed Matter and Complex Systems"
~subject:"financial markets"
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Agentenbasierte Modellierung
financial markets
business and management
92
econophysics
92
89.65.Gh Economics
91
89.75.Da Systems obeying scaling laws
18
05.45.Tp Time series analysis
16
89.75.-k Complex systems
16
89.75.Fb Structures and organization in complex systems
16
05.40.-a Fluctuation phenomena
12
and Brownian motion
12
noise
12
random processes
12
89.65.-s Social and economic systems
9
87.23.Ge Dynamics of social systems
8
02.50.-r Probability theory
6
89.75.Hc Networks and genealogical trees
6
and statistics
6
stochastic processes
6
02.50.Ey Stochastic processes
5
05.10.Gg Stochastic analysis methods (Fokker-Planck
3
05.40.Jc Brownian motion
3
05.45.Df Fractals
3
89.65.Ef Social organizations
3
89.70.+c Information theory and communication theory
3
Langevin
3
anthropology
3
etc.)
3
02.50.Cw Probability theory
2
02.50.Le Decision theory and game theory
2
02.50.Tt Inference methods
2
02.60.Ed Interpolation
2
05.10.-a Computational methods in statistical physics and nonlinear dynamics
2
05.40.Fb Random walks and Levy flights
2
05.70.Jk Critical point phenomena
2
05.90.+m Other topics in statistical physics
2
64.60.De Statistical mechanics of model systems
2
64.60.aq Networks
2
87.15.Ya Fluctuations
2
89.20.-a Interdisciplinary applications of physics
2
and nonlinear dynamical systems
2
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92
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Stanley, H. E.
6
Zhou, W.-X.
5
Yamasaki, K.
4
Havlin, S.
3
Kertész, J.
3
Riera, R.
3
Scalas, E.
3
Solomon, S.
3
Sornette, D.
3
Alfi, V.
2
Anteneodo, C.
2
Aste, T.
2
Ausloos, M.
2
Bartolozzi, M.
2
Buldyrev, S. V.
2
Challet, D.
2
Chen, W.
2
Cristelli, M.
2
Drożdż, S.
2
Gallegati, M.
2
Garibaldi, U.
2
Gligor, M.
2
Gu, G.-F.
2
Górski, A. Z.
2
Hołyst, J. A.
2
Kaizoji, T.
2
Kwapień, J.
2
Lillo, F.
2
Marsili, M.
2
Matia, K.
2
Matteo, T. Di
2
Medo, M.
2
Montero, M.
2
Moyano, L. G.
2
Pammolli, F.
2
Pietronero, L.
2
Queirós, S. M.D.
2
Riccaboni, M.
2
Satinover, J. B.
2
Sato, A.-H.
2
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The European Physical Journal B - Condensed Matter and Complex Systems
Economics working paper
3
Journal of economic interaction and coordination : JEIC
3
Artificial markets modeling : methods and applications
2
Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
2
Kiel working paper
2
Lecture notes in economics and mathematical systems : LNEMS
2
SpringerLink / Bücher
2
BERG working paper series
1
Bewegungen in Unsicherheit/Unsicherheit in Bewegung : ökonomische Untersuchungen
1
CAWM discussion paper
1
Central European journal of economic modelling and econometrics
1
Computing in Economics and Finance 2004
1
Economics : the open-access, open-assessment e-journal
1
Econophysics of agent-based models
1
Evolutionary and institutional economics review
1
Financial econometrics and empirical market microstructure
1
Financial innovation : FIN
1
Gabler Research
1
Handbook of financial markets : dynamics and evolution
1
Handbook of research on complexity
1
Interdisciplinary Description of Complex Systems - scientific journal
1
Journal of economic literature
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of public finance and public choice : JPFPC
1
Lecture Notes in Economics and Mathematical Systems
1
MPRA Paper
1
Monetary Policy Normalization : One Hundred Years After Keynes' Tract on Monetary Reform
1
New economic windows
1
Physica A: Statistical Mechanics and its Applications
1
The European journal of finance
1
The journal of network theory in finance
1
Working paper series / Financial Econometrics Research Centre
1
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RePEc
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1
Common scaling behavior in finance and macroeconomics
Podobnik, B.
;
Horvatic, D.
;
Petersen, A. M.
;
Njavro, M.
; …
- In:
The European Physical Journal B - Condensed Matter and …
76
(
2010
)
4
,
pp. 487-490
Persistent link: https://www.econbiz.de/10009282836
Saved in:
2
The role of communication and imitation in limit order markets
Tedeschi, G.
;
Iori, G.
;
Gallegati, M.
- In:
The European Physical Journal B - Condensed Matter and …
71
(
2009
)
4
,
pp. 489-497
Persistent link: https://www.econbiz.de/10009280007
Saved in:
3
On the probability distribution of stock returns in the Mike-Farmer model
Gu, G.-F.
;
Zhou, W.-X.
- In:
The European Physical Journal B - Condensed Matter and …
67
(
2009
)
4
,
pp. 585-592
Persistent link: https://www.econbiz.de/10009280046
Saved in:
4
Studies of the limit order book around large price changes
Tóth, B.
;
Kertész, J.
;
Farmer, J. D.
- In:
The European Physical Journal B - Condensed Matter and …
71
(
2009
)
4
,
pp. 499-510
Persistent link: https://www.econbiz.de/10009280088
Saved in:
5
Minimal agent based model for financial markets I
Alfi, V.
;
Cristelli, M.
;
Pietronero, L.
;
Zaccaria, A.
- In:
The European Physical Journal B - Condensed Matter and …
67
(
2009
)
3
,
pp. 385-397
Persistent link: https://www.econbiz.de/10009280110
Saved in:
6
Structure-preserving desynchronization of minority games
Mosetti, G.
;
Challet, D.
;
Solomon, S.
- In:
The European Physical Journal B - Condensed Matter and …
71
(
2009
)
4
,
pp. 573-577
Persistent link: https://www.econbiz.de/10009280123
Saved in:
7
Eroding market stability by proliferation of financial instruments
Caccioli, F.
;
Marsili, M.
;
Vivo, P.
- In:
The European Physical Journal B - Condensed Matter and …
71
(
2009
)
4
,
pp. 467-479
Persistent link: https://www.econbiz.de/10009280228
Saved in:
8
Empirical behavior of a world stock index from intra-day to monthly time scales
Breymann, W.
;
Lüthi, D. R.
;
Platen, E.
- In:
The European Physical Journal B - Condensed Matter and …
71
(
2009
)
4
,
pp. 511-522
Persistent link: https://www.econbiz.de/10009280447
Saved in:
9
Relating the microscopic rules in coalescence-fragmentation models to the cluster-size distribution
Ruszczycki, B.
;
Burnett, B.
;
Zhao, Z.
;
Johnson, N. F.
- In:
The European Physical Journal B - Condensed Matter and …
72
(
2009
)
2
,
pp. 289-302
Persistent link: https://www.econbiz.de/10009280515
Saved in:
10
Systemic risk in a unifying framework for cascading processes on networks
Lorenz, J.
;
Battiston, S.
;
Schweitzer, F.
- In:
The European Physical Journal B - Condensed Matter and …
71
(
2009
)
4
,
pp. 441-460
Persistent link: https://www.econbiz.de/10009280562
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