Kononovicius, A.; Gontis, V. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1309-1314
the variable trading activity observed in financial markets. Stochastic version of the extended Kirman’s agent based model … is compared to the non-linear stochastic models of long-range memory in financial markets. The agent based model …