Monte Carlo simulations of a trader-based market model-Reference-Cited by-同舟云学术

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Monte Carlo simulations of a trader-based market model

Published:2002-10 Issue:3-4 Volume:313 Page:640-650
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:

Hammel C,Paul W.B

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference26 articles.

1. Econophysics;Mantegna,2000

2. I. Kondor, J. Kertesz (Eds.), Econophysics: An Emerging Science, Kluwer, Dordrecht, 1999.

3. Scaling behaviour in the dynamics of an economic index

4. Theory of Financial Risk—From Data Analysis to Risk Management;Bouchaud,2000

5. Stochastic Processes: From Physics to Finance;Paul,2000

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2. On a Data-Driven Optimization Approach to the PID-Based Algorithmic Trading;Journal of Risk and Financial Management;2023-08-30

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