Cycles, determinism and persistence in agent-based games and financial time-series: part I

ISSN： 1469-7688

Source： Quantitative Finance, Vol.12, Iss.7, 2012-07, pp. : 1051-1064

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Cycles, determinism and persistence in agent-based games and financial time-series: part II

By Satinover J. B. Sornette D.

Quantitative Finance, Vol. 12, Iss. 7, 2012-07 ,pp. : 1065-1078

Routledge Ltd

Access to resources Recommend Favorite

A builder's guide to agent-based financial markets

By LeBaron B.

Quantitative Finance, Vol. 1, Iss. 2, 2001-02 ,pp. : 254-261

Routledge Ltd

Access to resources Recommend Favorite

Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series

By Biely Christoly Thurner Stefan

Quantitative Finance, Vol. 8, Iss. 7, 2008-10 ,pp. : 705-722

Routledge Ltd

Access to resources Recommend Favorite

Methodological comment on Econophysics review I and II: statistical econophysics and agent-based econophysics

By Schinckus C.

Quantitative Finance, Vol. 12, Iss. 8, 2012-08 ,pp. : 1189-1192

Routledge Ltd

Access to resources Recommend Favorite

Conditional entropy and randomness in financial time series

By London M.D. Evans A.K. Turner M.J.

Quantitative Finance, Vol. 1, Iss. 4, 2001-04 ,pp. : 414-426

Routledge Ltd

Access to resources Recommend Favorite