Multi-agent-based Order Book Model of financial markets

article

Multi-agent-based Order Book Model of financial markets is …
instance of (P31):
scholarly articleQ13442814

External links are
P356DOI10.1209/EPL/I2006-10139-0
P5875ResearchGate publication ID45174387

P50authorTobias PreisQ7811656
P2093author name stringW Paul
J. J Schneider
S Golke
P433issue3
P921main subjectagent-based modelQ392811
P304page(s)510-516
P577publication date2006-08-01
P1433published inEurophysics LettersQ1069367
P1476titleMulti-agent-based Order Book Model of financial markets
P478volume75

Reverse relations

cites work (P2860)
Q59263859A Bidding Game with Heterogeneous Players
Q36292834A detailed heterogeneous agent model for a single asset financial market with trading via an order book
Q35207660Consentaneous agent-based and stochastic model of the financial markets
Q59263818Dynamic stability of the Nash equilibrium for a bidding game
Q57216679Early Signs of Financial Market Moves Reflected by Google Searches
Q57216756Econophysics — complex correlations and trend switchings in financial time series
Q57216772GPU-computing in econophysics and statistical physics
Q28608175Quantifying Stock Return Distributions in Financial Markets
Q57216836Statistical analysis of financial returns for a multiagent order book model of asset trading
Q33358849Stock portfolio structure of individual investors infers future trading behavior