-
1
-
-
0004124128
-
-
Cambridge University Press, Cambridge, U.K.
-
R. N. Mantegna and H. E. Stanley, Introduction to Econophysics (Cambridge University Press, Cambridge, U.K., 1999); H. Levy, M. Levy, and S. Solomon, Microscopic Simulation of Financial Markets (Academic, San Diego, 2000).
-
(1999)
Introduction to Econophysics
-
-
Mantegna, R.N.1
Stanley, H.E.2
-
2
-
-
0004052344
-
-
Academic, San Diego
-
R. N. Mantegna and H. E. Stanley, Introduction to Econophysics (Cambridge University Press, Cambridge, U.K., 1999); H. Levy, M. Levy, and S. Solomon, Microscopic Simulation of Financial Markets (Academic, San Diego, 2000).
-
(2000)
Microscopic Simulation of Financial Markets
-
-
Levy, H.1
Levy, M.2
Solomon, S.3
-
9
-
-
0012818803
-
-
I. Katzorke and A. Pikovsky, Discrete Dyn. Nat. Soc. 5, 179 (2000); T. Ushio, H. Ueda, and K. Hirai, Syst. Control Lett. 26, 335 (1995).
-
(2000)
Discrete Dyn. Nat. Soc.
, vol.5
, pp. 179
-
-
Katzorke, I.1
Pikovsky, A.2
-
10
-
-
0029494802
-
-
I. Katzorke and A. Pikovsky, Discrete Dyn. Nat. Soc. 5, 179 (2000); T. Ushio, H. Ueda, and K. Hirai, Syst. Control Lett. 26, 335 (1995).
-
(1995)
Syst. Control Lett.
, vol.26
, pp. 335
-
-
Ushio, T.1
Ueda, H.2
Hirai, K.3
-
12
-
-
0037356628
-
-
B. Rem and D. Armbruster, Chaos 13, 128 (2003); I. DiazRivera, D. Armbruster, and T. Taylor, Math. Op. Res. 25, 708 (2000).
-
(2003)
Chaos
, vol.13
, pp. 128
-
-
Rem, B.1
Armbruster, D.2
-
13
-
-
0034313979
-
-
B. Rem and D. Armbruster, Chaos 13, 128 (2003); I. DiazRivera, D. Armbruster, and T. Taylor, Math. Op. Res. 25, 708 (2000).
-
(2000)
Math. Op. Res.
, vol.25
, pp. 708
-
-
DiazRivera, I.1
Armbruster, D.2
Taylor, T.3
-
14
-
-
0031108822
-
-
H. L. Lee, V. Padmanabhan, and S. Whang, Manage. Sci. 43, 546 (1997); J. Dejonckheere, S. M. Disney, M. R. Lambrecht, and D. R. Towill, Int. J. Prod. EC. 78, 133 (2002); Eur. J. Oper. Res. 147, 567 (2003).
-
(1997)
Manage. Sci.
, vol.43
, pp. 546
-
-
Lee, H.L.1
Padmanabhan, V.2
Whang, S.3
-
15
-
-
0037151238
-
-
H. L. Lee, V. Padmanabhan, and S. Whang, Manage. Sci. 43, 546 (1997); J. Dejonckheere, S. M. Disney, M. R. Lambrecht, and D. R. Towill, Int. J. Prod. EC. 78, 133 (2002); Eur. J. Oper. Res. 147, 567 (2003).
-
(2002)
Int. J. Prod. EC
, vol.78
, pp. 133
-
-
Dejonckheere, J.1
Disney, S.M.2
Lambrecht, M.R.3
Towill, D.R.4
-
16
-
-
0037449229
-
-
H. L. Lee, V. Padmanabhan, and S. Whang, Manage. Sci. 43, 546 (1997); J. Dejonckheere, S. M. Disney, M. R. Lambrecht, and D. R. Towill, Int. J. Prod. EC. 78, 133 (2002); Eur. J. Oper. Res. 147, 567 (2003).
-
(2003)
Eur. J. Oper. Res.
, vol.147
, pp. 567
-
-
-
17
-
-
0036013593
-
-
R. Albert and A.-L. Barabási, Rev. Mod. Phys. 74, 47 (2002); M. Rosvall and K. Sneppen, Phys. Rev. Lett. 91, 178701 (2003); S. Bornholdt and T. Rohlf, ibid. 84, 6114 (2000).
-
(2002)
Rev. Mod. Phys.
, vol.74
, pp. 47
-
-
Albert, R.1
Barabási, A.-L.2
-
18
-
-
17344385066
-
-
R. Albert and A.-L. Barabási, Rev. Mod. Phys. 74, 47 (2002); M. Rosvall and K. Sneppen, Phys. Rev. Lett. 91, 178701 (2003); S. Bornholdt and T. Rohlf, ibid. 84, 6114 (2000).
-
(2003)
Phys. Rev. Lett.
, vol.91
, pp. 178701
-
-
Rosvall, M.1
Sneppen, K.2
-
19
-
-
0034717395
-
-
R. Albert and A.-L. Barabási, Rev. Mod. Phys. 74, 47 (2002); M. Rosvall and K. Sneppen, Phys. Rev. Lett. 91, 178701 (2003); S. Bornholdt and T. Rohlf, ibid. 84, 6114 (2000).
-
(2000)
Phys. Rev. Lett.
, vol.84
, pp. 6114
-
-
Bornholdt, S.1
Rohlf, T.2
-
20
-
-
41349122013
-
-
D. Helbing, S. Lämmer, U. Witt, and T. Brenner, Phys. Rev. E 70, 056118 (2004).
-
(2004)
Phys. Rev. E
, vol.70
, pp. 056118
-
-
Helbing, D.1
Lämmer, S.2
Witt, U.3
Brenner, T.4
-
21
-
-
33646975094
-
-
note
-
i/dt, as suggested in Ref. [4]. BT is then proportional to the anticipation time horizon Δt.
-
-
-
-
23
-
-
0042927961
-
-
J. Padgett, D. Lee, and N. Collier, Ind. Corp. Change 12(4), 843 (2003).
-
(2003)
Ind. Corp. Change
, vol.12
, Issue.4
, pp. 843
-
-
Padgett, J.1
Lee, D.2
Collier, N.3
-
24
-
-
0004151494
-
-
Cambridge University Press, Cambridge, U.K.
-
Roger A. Horn and C. R. Johnson, Matrix Analysis (Cambridge University Press, Cambridge, U.K., 1985).
-
(1985)
Matrix Analysis
-
-
Horn, R.A.1
Johnson, C.R.2
|