Interaction of agents in financial markets and informational method to quantify it
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,General Biochemistry, Genetics and Molecular Biology
Link
http://link.springer.com/content/pdf/10.1007/s10015-007-0462-8.pdf
Reference9 articles.
1. Haken H (1988) Information and self-organization: a macroscopic approach to complex systems. Springer, Berlin
2. Aoki M (1996) New approaches to macroeconomic modeling: evolutionary stochastic dynamics, multiple equilibria, and externalities as field effects. Cambridge University Press, New York
3. Dacorogna MM, Gençay R, Müuller U et al. (2000) An introduction to high-frequency finance. Academic Press, San Diego
4. Sato A-H (2006) Quantifying similarity between markets with application to high-frequency financial data. Phys Soc Jpn 75:084005-1–084005-5
5. Sato A-H (2006) Frequency analysis of tick quotes on foreign currency markets and the double-threshold agent model. Physica A, 369:753–764
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