Interacting gaps model, dynamics of order book, and stock-market fluctuations
Year of publication: |
2007
|
---|---|
Authors: | Svorenčík, A. ; Slanina, F. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 57.2007, 4, p. 453-462
|
Publisher: |
Springer |
Subject: | 89.65.-s Social and economic systems | 05.40.-a Fluctuation phenomena | random processes | noise | and Brownian motion | 02.50.-r Probability theory | stochastic processes | and statistics |
-
The role of communication and imitation in limit order markets
Tedeschi, G., (2009)
-
Critical comparison of several order-book models for stock-market fluctuations
Slanina, F., (2008)
-
Evolution of imitation networks in Minority Game model
Lavička, H., (2007)
- More ...
-
Localization of eigenvectors in random graphs
Slanina, F., (2012)
-
Self-organized branching process for a one-dimensional rice-pile model
Slanina, F., (2002)
-
Critical comparison of several order-book models for stock-market fluctuations
Slanina, F., (2008)
- More ...