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Scaling and criticality in a stochastic multi-agent model of a financial market
Author(s):
Thomas Lux
,
Michele Marchesi
Publication date
Created:
February 11 1999
Publication date
(Print):
February 11 1999
Journal:
Nature
Publisher:
Springer Nature
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Open source discrete and agent-based modeling frameworks for biology
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The Variation of Certain Speculative Prices
Benoît Mandelbrot
(1963)
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On-off intermittency: A mechanism for bursting
N. Platt
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E. Spiegel
,
C Tresser
(1993)
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A Rational Route to Randomness
William Brock
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Cars Hommes
(1997)
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Author and article information
Journal
Title:
Nature
Abbreviated Title:
Nature
Publisher:
Springer Nature
ISSN (Print):
0028-0836
Publication date Created:
February 11 1999
Publication date (Print):
February 11 1999
Volume
: 397
Issue
: 6719
Pages
: 498-500
Article
DOI:
10.1038/17290
SO-VID:
ff298bed-ec01-46fb-97ce-3c8cdf695a63
Copyright ©
© 1999
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