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Information cascade, Kirman's ant colony model, and kinetic Ising model

Masato Hisakado, Shintaro Mori

posted by hisakadom's picturehisakadom, 20 January 2014

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Information cascade, Kirman's ant colony model, and kinetic Ising model

Masato Hisakado, Shintaro Mori

posted by hisakadom's picturehisakadom, 20 January 2014

pdf ps (655 views, 665 download, 0 comments)

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What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary

Yuri Biondi, Simone Righi

posted by ybiondi's pictureybiondi, 16 January 2014

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The formation of share market prices under heterogeneous beliefs and common knowledge

Yuri Biondi, Pierpaolo Giannoccolo, Serge Galam

posted by ybiondi's pictureybiondi, 16 January 2014

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Mutual Information Rate-Based Networks in Financial Markets

Paweł Fiedor

posted by pafiedor's picturepafiedor, 14 January 2014

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Think Complexity

Allen B. Downey

posted by pasamonte's picturepasamonte, 04 January 2014

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Bankruptcy Risk Induced by Career Concerns of Regulators

Godfrey Cadogan and John A. Cole

posted by gocadog's picturegocadog, 30 December 2013

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Theoretical Foundation for the Inverse Power Law Distribution

Victor Aguilar

posted by Grozny's pictureGrozny, 20 December 2013

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Self-organized coordination in collective response of non-interacting agents: Emergence of bimodality in box-office success

Anindya S. Chakrabarti, Sitabhra Sinha

posted by aschak's pictureaschak, 16 December 2013

pdf ps (423 views, 649 download, 0 comments)

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The Real Reason that Black-Scholes Failed

Victor Aguilar

posted by Grozny's pictureGrozny, 08 December 2013

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