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  • Search: person:"Gutkin, Boris"
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Year of publication
Subject
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Agent-based modeling 3 Agentenbasierte Modellierung 3 Theorie 3 Theory 3 Agent-based 2 Aktienmarkt 2 Börsenkurs 2 Learning 2 Learning process 2 Lernen 2 Lernprozess 2 Multi-agent system 2 Reinforcement learning 2 Share price 2 Simulation 2 Stock market 2 Stock markets 2 Financial market 1 Finanzmarkt 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Undetermined 1
Author
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Gutkin, Boris 4 Bourgeois-Gironde, Sacha 3 Lussange, Johann 3 Palminteri, Stefano 2 Belianin, Alexis 1 Hely, Tim 1 Jost, JŸrgen 1 Lazarevich, Ivan 1 Vrizzi, Stefano 1
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Institution
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Santa Fe Institute 1
Published in...
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Computational economics 2 Working Papers / Santa Fe Institute 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Stock price formation : precepts from a multi-agent reinforcement learning model
Lussange, Johann; Vrizzi, Stefano; Bourgeois-Gironde, Sacha - In: Computational economics 61 (2023) 4, pp. 1523-1544
Persistent link: https://www.econbiz.de/10014327067
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A Bright Future for Financial Agent-Based Models
Lussange, Johann - 2018
The history of research in finance and economics has been widely impacted by the field of Agent- based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful methods of physics and chemistry for example, the field...
Persistent link: https://www.econbiz.de/10012929213
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Modelling stock markets by multi-agent reinforcement learning
Lussange, Johann; Lazarevich, Ivan; Bourgeois-Gironde, Sacha - In: Computational economics 57 (2021) 1, pp. 113-147
Persistent link: https://www.econbiz.de/10012486872
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Spectral Statistics of Instantaneous Normal Modes in Liquids and Random Matrices
Gutkin, Boris; Hely, Tim; Jost, JŸrgen - Santa Fe Institute - 2000
We report a noise induced delay of bifurcation in a simple pulse-coupled neural circuit. We study the behavior of two neural oscillators, each individually governed by saddle-node dynamics, with reciprocal excitatory synaptic connections. In the deterministic circuit, the synaptic current...
Persistent link: https://www.econbiz.de/10005790962
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