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Model of continuous random cascade processes in financial markets

Jun-ichi Maskawa, Koji Kuroda

posted by jmaskawa's picturejmaskawa, 27 October 2020

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An Elementary Humanomics Approach to Boundedly Rational Quadratic Models

MIchael J Campbell, Vernon L Smith

posted by mjcampbell's picturemjcampbell, 26 August 2020

linkdownload (73 views, 51 download, 0 comments)

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Boundedly-Rational Fast-Tuning Control Theory and Statistical Mechanics

Michael J Campbell

posted by mjcampbell's picturemjcampbell, 26 August 2020

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Spurious memory in non-equilibrium stochastic models of imitative behavior

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

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The consentaneous model of the financial markets exhibiting spurious nature of long-range memory

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

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Bessel-like birth-death process

Vygintas Gontis, Aleksejus Kononovicius

posted by Gontis's pictureGontis, 04 June 2020

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Long-range memory test by the burst and inter-burst duration distribution

Vygintas Gontis

posted by Gontis's pictureGontis, 04 June 2020

linkdownload (221 views, 105 download, 1 comments)

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Information Cascades and the Collapse of Cooperation

Guoli Yang, Attila Csikász-Nagy, William Waites, Gaoxi Xiao, Matteo Cavaliere

posted by mcavaliere's picturemcavaliere, 22 May 2020

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Potential in the Schrodinger equation: estimation from empirical data

jlsubias

posted by jlsubias's picturejlsubias, 23 March 2020

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Ranking the invasions of cheaters in structured populations

G. Yang, M. Cavaliere, C. Zhu, M. Perc

posted by mcavaliere's picturemcavaliere, 13 February 2020

link (213 views, 0 download, 0 comments)

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