#Agents #Complexity #Finance #Stock Market #Market Impact Agent-specific impact of single trades in financial markets Authors: Alex Bladon, Esteban Moro y Tobias Galla Journal: Physical Review E 85, 036103 (2012) LINK | arXiv ...
#Agents #Stock Market #Market Impact #Finance Market impact and trading profile of large trading orders in stock markets Authors: Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo and Rosario N. Mantegna Journal: Phys. Rev. E 80, 066102 (2009) LINK | arXiv ...
#arxiv #finance #preprint #stock market New section in the arXiv: Quantitative Finance News from the arXiv: a new section has been created to host preprints about Quantitative Finance. The section (as stated in the press release) intends to fix a problem with existing pre-print … ...
#Stochastic Differential Equation #Simulation #Ito #Finance #Stock Market Boundary preserving semi-analytical numerical algorithms for stochastic differential equations Authors: Esteban Moro and Henri Schurz Journal: SIAM Journal of Scientific Computing, Volume 29 Issue 4, Pages 1525-1549 (2007). LINK | arXiv ...