✦ LIBER ✦

Microscopic model of financial markets based on belief propagation

✍ Scribed by Shijun Wang; Changshui Zhang

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 352 KB
Volume: 354
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2005.02.032

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Deterministic factors of stock networks

Deterministic factors of stock networks based on cross-correlation in financial market

✍ Cheoljun Eom; Gabjin Oh; Seunghwan Kim 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 528 KB

Analysis of micro–macro structure of fin

Analysis of micro–macro structure of financial markets via agent-based model: Risk management and dynamics of asset pricing

✍ Hiroshi Takahashi; Takao Terano 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 761 KB

Estimation of a simple agent-based model

Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data

✍ Simone Alfarano; Thomas Lux; Friedrich Wagner 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 183 KB

DYNAMIC MODELLING OF RAILWAY TRACK BASED

DYNAMIC MODELLING OF RAILWAY TRACK BASED ON WAVE PROPAGATION

✍ L. Gry 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 464 KB

In order to reduce the noise generated in the environment during a train's passage, studies have been carried out to model the track behaviour in dynamics. Models based on a rail description by Timoshenko beams were found to be insufficient, especially for lateral motion where torsion phenomena caus

Modelling financial markets with agents

Modelling financial markets with agents competing on different time scales and with different amount of information

✍ Johannes Wohlmuth; Jørgen Vitting Andersen 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 547 KB

Motorway noise modelling based on perpen

Motorway noise modelling based on perpendicular propagation analysis of traffic noise

✍ M. Tansatcha; P. Pamanikabud; A.L. Brown; J.K. Affum 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 599 KB