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Order flow in the financial markets from the perspective of the Fractional L\'{e}vy stable motion

Vygintas Gontis

posted by Gontis's pictureGontis, 06 May 2021

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Strategically positioning cooperators can facilitate the contagion of cooperation

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

posted by mcavaliere's picturemcavaliere, 14 January 2021

link (138 views, 0 download, 0 comments)

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On Forecasts of the COVID-19 Pandemic

T. J. Mazurek

posted by t.j.mazurek's picturet.j.mazurek, 11 November 2020

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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

linkdownload (271 views, 229 download, 0 comments)

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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 (252 views, 224 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

linkdownload (221 views, 163 download, 0 comments)

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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

linkdownload (305 views, 351 download, 0 comments)

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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 (679 views, 224 download, 1 comments)

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