About: Scaling and criticality in a stochastic multi-agent model of a financial market

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scientific article published in Nature

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rdf:type	Item
description	artículu científicu (ast) wetenschappelijk artikel (nl) article publié dans la revue scientifique Nature (fr) im Februar 1999 veröffentlichter wissenschaftlicher Artikel (de) scientific article published in Nature (en) наукова стаття, опублікована в Nature в лютому 1999 (uk)
publication date	wds:Q59061794-12A2DAD7-D43F-4E6F-88BB-BE129F5D81D6
publication date	1999-02-01 00:00:00Z (xsd:dateTime)
language of work or name	wds:Q59061794-8997061C-80A3-4B85-B56B-B6A3E0186867
language of work or name	English
exact match	wds:Q59061794-318FF8B4-91F7-43F0-A2A8-5C6054C1030C
exact match	https://scigraph.springernature.com/pub.10.1038/17290
cites work	wds:Q59061794-2208BB5C-ACBC-4ABF-A379-56F4D78B4738 wds:Q59061794-75BA14A2-3EE0-41EE-9D23-A746456C5E78 wds:Q59061794-82309C1D-AF91-43C7-95A7-C6A546FF67AA wds:Q59061794-AA685C26-17F5-4E4E-BFDD-F4AB4A55D9EA wds:Q59061794-B38CCD35-F81F-4BAC-BCCC-647BC41F3782 wds:Q59061794-C1DF66FC-5C13-4F1F-8CCB-6D36566F2865 wds:Q59061794-C82CC638-50DD-4D8A-9B12-75103E513270 wds:Q59061794-E4BB4F80-0F85-462A-9969-9973D7D49368
cites work	Mosaic organization of DNA nucleotides Efficient Capital Markets: A Review of Theory and Empirical Work Scaling behaviour in the dynamics of an economic index The Variation of Certain Speculative Prices Correlations in economic time series On-off intermittency: A mechanism for bursting Characterization of on-off intermittency Turbulent cascades in foreign exchange markets
author name string	wds:Q59061794-2B21F8CF-1D83-493D-9213-A4D835600B72 wds:Q59061794-F0D9DE21-68FB-4FA5-84B9-86CDC4541F8E
author name string	Michele Marchesi Thomas Lux
rdfs:label	Scaling and criticality in a stochastic multi-agent model of a financial market (en) Scaling and criticality in a stochastic multi-agent model of a financial market (nl)
skos:prefLabel	Scaling and criticality in a stochastic multi-agent model of a financial market (en) Scaling and criticality in a stochastic multi-agent model of a financial market (nl)
name	Scaling and criticality in a stochastic multi-agent model of a financial market (en) Scaling and criticality in a stochastic multi-agent model of a financial market (nl)
title	wds:Q59061794-7C715F3F-ACDA-4BD3-AFA7-5E4C9489A9A1
title	Scaling and criticality in a stochastic multi-agent model of a financial market (en)
page(s)	wds:Q59061794-BE1C4AD3-664E-4246-ACF7-61C3DB0C3328
page(s)	498-500
instance of	wds:Q59061794-36730988-A62C-416F-9D78-AE3BEAF78EF3
instance of	scholarly article
published in	wds:Q59061794-8A3D8879-137C-431B-B1AB-B2FD705B0BC3
published in	Nature
issue	wds:Q59061794-2F449B9D-CABF-48C5-817A-1045B0BA7634
volume	wds:Q59061794-92DC1209-69F7-4B14-9CB7-EB1A15C4B7B7
issue	6719
volume	397
DOI	wds:Q59061794-24E7E991-CA5A-452C-9840-FF56E1113055
DOI	http://dx.doi.org/10.1038/17290
DOI	10.1038/17290
Dimensions Publication ID	wds:Q59061794-2A69BF5B-3713-465F-9C3B-1067C5C667E0
Dimensions Publication ID	1021145451
is about of	https://www.wikidata.org/wiki/Special:EntityData/Q59061794
is cites work of	Evolution of networks Common ecology quantifies human insurgency. Anticipating Economic Market Crises Using Measures of Collective Panic Switching processes in financial markets Mean-field approximation for a limit order driven market model Quantifying the semantics of search behavior before stock market moves Quantifying Stock Return Distributions in Financial Markets Linking agent-based models and stochastic models of financial markets Quantifying the behavior of stock correlations under market stress Econophysics: Two-phase behaviour of financial markets Statistical properties of the volatility of price fluctuations How volatilities nonlocal in time affect the price dynamics in complex financial systems Critical market crashes Emergent complex neural dynamics Inference of Boolean networks using sensitivity regularization Consentaneous agent-based and stochastic model of the financial markets Leverage causes fat tails and clustered volatility Quantifying Wikipedia Usage Patterns Before Stock Market Moves Quantifying trading behavior in financial markets using Google Trends Can Google Trends search queries contribute to risk diversification? Model for correlations in stock markets Accurate market price formation model with both supply-demand and trend-following for global food prices providing policy recommendations Critical dynamics in genetic regulatory networks: examples from four kingdoms Gene expression dynamics in the macrophage exhibit criticality Common scaling patterns in intertrade times of U. S. stocks Boltzmann-type control of opinion consensus through leaders. Local difference measures between complex networks for dynamical system model evaluation Two-phase phenomena, minority games, and herding models. Stochastic dynamical model for stock-stock correlations Microscopic models for long ranged volatility correlations Interdimensional universality of dynamic interfaces Confidence and the stock market: an agent-based approach Solvable stochastic dealer models for financial markets Modeling diffusion of innovations in a social network An inherent instability of efficient markets Turbulent character of wind energy. Scaling laws of strategic behavior and size heterogeneity in agent dynamics. Economic fluctuations and anomalous diffusion The virtues and vices of equilibrium and the future of financial economics Memory effects in stock price dynamics: evidences of technical trading How do Co-agents Actively Regulate their Collective Behavior States? The Effects of Decision-Making Processes and Population Turnover on the Formation of Social Networks Abrupt rise of new machine ecology beyond human response time

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