Agent based reasoning for the non-linear stochastic models of long-range memory

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 4, 2012, Pages 1309-1314

  Kononovicius, A ^a   Gontis, V ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Agent based models; Financial markets; Long range memory; Microfoundations; Stochastic models

Indexed keywords

AUTONOMOUS AGENTS; COMMERCE; COMPUTATIONAL METHODS; ELECTRONIC TRADING; FINANCIAL MARKETS; SIMULATION PLATFORM; STOCHASTIC SYSTEMS;

AGENT BASED; AGENT-BASED MODEL; LONG-RANGE MEMORY; MICRO-FOUNDATIONS; NON LINEAR; POWER-LAW STATISTICS; TIME-SCALES;

STOCHASTIC MODELS;

EID: 84655164978     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.08.061     Document Type: Article

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