A multilayer model of order book dynamics
Year of publication: |
September 2016
|
---|---|
Authors: | Biondo, Alessio Emanuele ; Pluchino, Alessandro ; Rapisarda, Andrea |
Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 2.2016, 3, p. 37-52
|
Subject: | financial markets | econophysics | self-organized criticality | herding | agent-based models | Agentenbasierte Modellierung | Agent-based modeling | Herdenverhalten | Herding | Theorie | Theory | Ökonophysik | Econophysics | Finanzmarkt | Financial market | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume |
-
Ökonophysik : die Physik des Finanzmarktes
Preis, Tobias, (2011)
-
Ökonophysik : Die Physik des Finanzmarktes
Preis, Tobias, (2011)
-
Cowboying stock market herds with robot traders
Galimberti, Jaqueson K., (2017)
- More ...
-
Informative contagion dynamics in a multilayer network model of financial markets
Biondo, Alessio Emanuele, (2017)
-
Micro and Macro Benefits of Random Investments in Financial Markets
Biondo, Alessio Emanuele, (2014)
-
Reducing Financial Avalanches By Random Investments
Biondo, Alessio Emanuele, (2013)
- More ...