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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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How market intervention can prevent bubbles and crashes : an agent based modelling approach
Westphal, Rebecca; Sornette, Didier - In: Computational economics 64 (2024) 3, pp. 1315-1356
Persistent link: https://www.econbiz.de/10015143925
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Reverse engineering financial markets with majority and minority games using genetic algorithms
Wiesinger, Judith; Sornette, Didier; Satinover, Jeffrey - In: Computational economics 41 (2013) 4, pp. 475-492
Persistent link: https://www.econbiz.de/10009730062