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  • Search: subject:"Interacting agent models"
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Subject
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Interacting agent models 4 Models of financial markets 2 Aktienmarkt 1 Applications to game theory and mathematical economics 1 Börsenkurs 1 Evolutionary game 1 Financial economics 1 Financial market 1 Finanzmarkt 1 Kapitalmarkttheorie 1 Markov chain 1 Markov-Kette 1 Self-organized systems 1 Share price 1 Stochastic process 1 Stochastic processes 1 Stochastischer Prozess 1 Stock market 1 Volatility 1 Volatilität 1
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Undetermined 4
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Cai, X. 1 Exner, Pavel 1 Li, W. 1 Montero, Miquel 1 Satinover, J.B. 1 Sornette, D. 1 Vašata, Daniel 1 Wang, Q.A. 1 Šeba, Petr 1
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Physica A: Statistical Mechanics and its Applications 3 Journal of economic interaction and coordination 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Predator-prey model for stock market fluctuations
Montero, Miquel - In: Journal of economic interaction and coordination 16 (2021) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10012428415
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The distribution of landed property
Exner, Pavel; Šeba, Petr; Vašata, Daniel - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 21, pp. 4619-4623
The distribution of property is established through various mechanisms. In this paper we study the acreage distribution of land plots owned by natural persons in the Zlín Region of the Czech Republic. We show that the data are explained in terms of a simple model in which the inheritance and...
Persistent link: https://www.econbiz.de/10011063015
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Illusion of control in a Brownian game
Satinover, J.B.; Sornette, D. - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 1, pp. 339-344
Both single-player Parrondo games (SPPG) and multi-player Parrondo games (MPPG) display the Parrondo effect (PE) wherein two or more individually fair (or losing) games yield a net winning outcome if alternated periodically or randomly. (There is a more formal, less restrictive definition of the...
Persistent link: https://www.econbiz.de/10011063560
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Punishment in a complementarity game
Li, W.; Cai, X.; Wang, Q.A. - In: Physica A: Statistical Mechanics and its Applications 364 (2006) C, pp. 403-412
We study the effects arisen from the punishment in an evolutionary complementarity game. Each round one member of population “buyers” deals with a randomly chosen member of population “sellers”. When the buyer's offer is greater than the seller's, a deal is done and both players are...
Persistent link: https://www.econbiz.de/10011057849
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