Dynamic forecasting performance and liquidity evaluation of financial market by Econophysics and Bayesian methods-Reference-Cited by-同舟云学术

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Dynamic forecasting performance and liquidity evaluation of financial market by Econophysics and Bayesian methods

Published:2022-02 Issue: Volume:588 Page:126546
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Li Jiang-Cheng^ORCID,Tao Chen,Li Hai-Feng

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference80 articles.

1. Econophysics and Sociophysics: Recent Progress and Future Directions;Abergel,2017

2. An Introduction To Econophysics: Correlations and Complexity in Finance;Mantegna,2000

3. Dynamics of Markets: Econophysics and Finance, Vol. 11;Mccauley,2004

4. Linking agent-based models and stochastic models of financial markets;Feng;Proc. Natl. Acad. Sci. USA,2012

5. Pattern-oriented modeling of agent-based complex systems: Lessons from ecology;Grimm;Science,2005

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