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Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan; Wen, Jiaqi; Chen, Jing - In: The European journal of finance 29 (2023) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
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Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders
Zhang, Junhuan; McBurney, Peter; Musial, Katarzyna - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 301-352
Persistent link: https://www.econbiz.de/10011979118