We present a detailed study of the statistical properties of the Agent Based Model introduced in paper I [Eur. Phys. J. B, DOI: 10.1140/epjb/e2009-00028-
Based on criteria of mathematical simplicity and consistency with empirical market data, a model wit...
International audienceThis article is the second part of a review of recent empirical and theoretica...
International audienceThis article is the second part of a review of recent empirical and theoretica...
We present a detailed study of the statistical properties of the Agent Based Model introduced in pap...
We introduce a minimal agent based model for financial markets to understand the nature and self-or...
We present an overview of some representative Agent-Based Models in Economics. We discuss why and ho...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
Simulations of agent-based models have shown that the stylized facts (unit-root, fat tails and volat...
Abstract. This paper illustrates how to compare different agent-based models and how to compare an a...
In the recent past, a number of interesting agent-based financial market models have been proposed. ...
Simulations of agent-based models have shown that the stylized facts (unit-root, fat tails and volat...
This article is the second part of a review of recent empirical and theoretical developments usually...
Based on criteria of mathematical simplicity and consistency with empirical market data, a model wit...
International audienceThis article is the second part of a review of recent empirical and theoretica...
International audienceThis article is the second part of a review of recent empirical and theoretica...
We present a detailed study of the statistical properties of the Agent Based Model introduced in pap...
We introduce a minimal agent based model for financial markets to understand the nature and self-or...
We present an overview of some representative Agent-Based Models in Economics. We discuss why and ho...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
This paper illustrates how to compare different agent-based models and how to compare an agent-based...
Simulations of agent-based models have shown that the stylized facts (unit-root, fat tails and volat...
Abstract. This paper illustrates how to compare different agent-based models and how to compare an a...
In the recent past, a number of interesting agent-based financial market models have been proposed. ...
Simulations of agent-based models have shown that the stylized facts (unit-root, fat tails and volat...
This article is the second part of a review of recent empirical and theoretical developments usually...
Based on criteria of mathematical simplicity and consistency with empirical market data, a model wit...
International audienceThis article is the second part of a review of recent empirical and theoretica...
International audienceThis article is the second part of a review of recent empirical and theoretica...
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