Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Herd behaviour and cascading in capital markets: A review and synthesis
We review theory and evidence relating to herd behaviour, payoff and reputational
interactions, social learning, and informational cascades in capital markets. We offer a …
interactions, social learning, and informational cascades in capital markets. We offer a …
[PDF][PDF] Social Media Mining: An Introduction
R Zafarani - 2014 - evreneryilmaz.com
The growth of social media over the last decade has revolutionized the way individuals
interact and industries conduct business. Individuals produce data at an unprecedented rate …
interact and industries conduct business. Individuals produce data at an unprecedented rate …
[كتاب][B] A guide to Monte Carlo simulations in statistical physics
D Landau, K Binder - 2021 - books.google.com
Dealing with all aspects of Monte Carlo simulation of complex physical systems encountered
in condensed matter physics and statistical mechanics, this book provides an introduction to …
in condensed matter physics and statistical mechanics, this book provides an introduction to …
Interaction ruling animal collective behavior depends on topological rather than metric distance: Evidence from a field study
Numerical models indicate that collective animal behavior may emerge from simple local
rules of interaction among the individuals. However, very little is known about the nature of …
rules of interaction among the individuals. However, very little is known about the nature of …
[كتاب][B] Behavioral rationality and heterogeneous expectations in complex economic systems
C Hommes - 2013 - books.google.com
Recognising that the economy is a complex system with boundedly rational interacting
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …
Heterogeneous agent models in economics and finance
This chapter surveys work on dynamic heterogeneous agent models (HAMs) in economics
and finance. Emphasis is given to simple models that, at least to some extent, are tractable …
and finance. Emphasis is given to simple models that, at least to some extent, are tractable …
Agent-based computational finance
This chapter surveys research on agent-based models used in finance. It will concentrate on
models where the use of computational tools is critical for the process of crafting models …
models where the use of computational tools is critical for the process of crafting models …
Neighborhood effects
SN Durlauf - Handbook of regional and urban economics, 2004 - Elsevier
This paper surveys the modern economics literature on the role of neighborhoods in
influencing socioeconomic outcomes. Neighborhood effects have been analyzed in a range …
influencing socioeconomic outcomes. Neighborhood effects have been analyzed in a range …
Limit order books
Limit order books (LOBs) match buyers and sellers in more than half of the world's financial
markets. This survey highlights the insights that have emerged from the wealth of empirical …
markets. This survey highlights the insights that have emerged from the wealth of empirical …