Matches in SemOpenAlex for { <https://semopenalex.org/work/W1499580519> ?p ?o ?g. }
- W1499580519 abstract "This article is the second part of a review of recent empirical and theoretical developments usually grouped under the heading Econophysics. In the first part, we reviewed the statistical properties of financial time series, the statistics exhibited in order books and discussed some studies of correlations of asset prices and returns. This second part deals with models in Econophysics from the point of view of agent-based modeling. Of the large number of multiagent- based models, we have identified three representative areas. First, using previous work originally presented in the fields of behavioral finance and market microstructure theory, econophysicists have developed agent-based models of order-driven markets that we discuss extensively here. Second, kinetic theory models designed to explain certain empirical facts concerning wealth distribution are reviewed. Third, we briefly summarize game theory models by reviewing the now classic minority game and related problems." @default.
- W1499580519 created "2016-06-24" @default.
- W1499580519 creator A5021381756 @default.
- W1499580519 creator A5035296727 @default.
- W1499580519 creator A5051782396 @default.
- W1499580519 creator A5084435984 @default.
- W1499580519 date "2011-06-24" @default.
- W1499580519 modified "2023-09-27" @default.
- W1499580519 title "Econophysics: agent-based models" @default.
- W1499580519 cites W1489944928 @default.
- W1499580519 cites W1490331231 @default.
- W1499580519 cites W1493213957 @default.
- W1499580519 cites W1517994826 @default.
- W1499580519 cites W1581532684 @default.
- W1499580519 cites W1591141577 @default.
- W1499580519 cites W1751001958 @default.
- W1499580519 cites W1754742701 @default.
- W1499580519 cites W1973047796 @default.
- W1499580519 cites W1973340530 @default.
- W1499580519 cites W1974438472 @default.
- W1499580519 cites W1975833254 @default.
- W1499580519 cites W1980713885 @default.
- W1499580519 cites W1981514777 @default.
- W1499580519 cites W1985553034 @default.
- W1499580519 cites W1990372026 @default.
- W1499580519 cites W1990502139 @default.
- W1499580519 cites W1994852621 @default.
- W1499580519 cites W1995593202 @default.
- W1499580519 cites W1998796170 @default.
- W1499580519 cites W2015205635 @default.
- W1499580519 cites W2015663875 @default.
- W1499580519 cites W2016764997 @default.
- W1499580519 cites W2018567859 @default.
- W1499580519 cites W2020126051 @default.
- W1499580519 cites W2021601912 @default.
- W1499580519 cites W2031098560 @default.
- W1499580519 cites W2031849821 @default.
- W1499580519 cites W2037014352 @default.
- W1499580519 cites W2044007646 @default.
- W1499580519 cites W2046148125 @default.
- W1499580519 cites W2047814741 @default.
- W1499580519 cites W2047875252 @default.
- W1499580519 cites W2050032417 @default.
- W1499580519 cites W2053155700 @default.
- W1499580519 cites W2056525142 @default.
- W1499580519 cites W2060811093 @default.
- W1499580519 cites W2064919545 @default.
- W1499580519 cites W2071593773 @default.
- W1499580519 cites W2076742478 @default.
- W1499580519 cites W2078699015 @default.
- W1499580519 cites W2080953961 @default.
- W1499580519 cites W2084284700 @default.
- W1499580519 cites W2085933430 @default.
- W1499580519 cites W2091164728 @default.
- W1499580519 cites W2093280257 @default.
- W1499580519 cites W2098353707 @default.
- W1499580519 cites W2098535655 @default.
- W1499580519 cites W2101908460 @default.
- W1499580519 cites W2102567944 @default.
- W1499580519 cites W2103368690 @default.
- W1499580519 cites W2103864935 @default.
- W1499580519 cites W2111884394 @default.
- W1499580519 cites W2114669878 @default.
- W1499580519 cites W2116625414 @default.
- W1499580519 cites W2116691920 @default.
- W1499580519 cites W2118415285 @default.
- W1499580519 cites W2120859246 @default.
- W1499580519 cites W2121278439 @default.
- W1499580519 cites W2121681609 @default.
- W1499580519 cites W2139040611 @default.
- W1499580519 cites W2139306084 @default.
- W1499580519 cites W2148782693 @default.
- W1499580519 cites W2158438518 @default.
- W1499580519 cites W2159491186 @default.
- W1499580519 cites W2161636141 @default.
- W1499580519 cites W2163772296 @default.
- W1499580519 cites W2171903289 @default.
- W1499580519 cites W2963375473 @default.
- W1499580519 cites W2995459195 @default.
- W1499580519 cites W3100339217 @default.
- W1499580519 cites W3103380589 @default.
- W1499580519 cites W3104604174 @default.
- W1499580519 cites W3121927992 @default.
- W1499580519 cites W3123246780 @default.
- W1499580519 cites W3123880662 @default.
- W1499580519 cites W3124461367 @default.
- W1499580519 cites W3125264555 @default.
- W1499580519 cites W3125544938 @default.
- W1499580519 cites W3125796404 @default.
- W1499580519 cites W3125948809 @default.
- W1499580519 cites W3143219376 @default.
- W1499580519 cites W609938053 @default.
- W1499580519 cites W649595299 @default.
- W1499580519 cites W653452102 @default.
- W1499580519 hasPublicationYear "2011" @default.
- W1499580519 type Work @default.
- W1499580519 sameAs 1499580519 @default.
- W1499580519 citedByCount "2" @default.
- W1499580519 crossrefType "posted-content" @default.
- W1499580519 hasAuthorship W1499580519A5021381756 @default.