#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 ...
#Humans #Marketing #Social Networks #Viral Impact of Human Activity Patterns on the Dynamics of Information Diffusion Authors: J. L. Iribarren and E. Moro Journal: Physical Review Letters 103, 038702 (2009) LINK arXiv ...
#Agents #Complexity #Simulation #Stock Market #Strategy Specialization of strategies and herding behavior of trading firms in a financial market Authors: Fabrizio Lillo, Esteban Moro, Gabriella Vaglica y Rosario Mantegna Journal: New Journal of Physics 10 (2008) 043019 LINK arXiv ...
#Marketing #Social Networks #Viral Information diffusion epidemics in social networks Authors: José Luis Iribarren, Esteban Moro Journal: Preprint 0706.0641 arXiv ...
#Agents #Complexity #Stock Market #Strategy Scaling laws of strategic behavior and size heterogeneity in agent dynamics Authors: Gabriella Vaglica, Fabrizio Lillo, Esteban Moro y Rosario N. Mantegna Journal: Physical Review E 77, 036110 (2008). LINK | arXiv ...
#Fluid #Stochastic Differential Equation #Simulation Spreading of Viscous Fluid Drops on a Solid Substrate Assisted by Thermal Fluctuations Authors: Benny Davidovitch, Esteban Moro, and Howard A. Stone Journal: Physical Review Letters 95, 244505 (2005). LINK ...
#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 ...
#Fisher #Front #Simulation #Stochastic #Stochastic Differential Equation Numerical schemes for continuum models of reaction-diffusion systems subject to internal noise Authors: Esteban Moro Journal: Physical Review E (Rapid Communication) 70, 045102 (2004). LINK | arXiv ...
#Agents #Game Theory #Stock Market The Minority Game: an introductory guide Authors: Esteban Moro Book: Advances in Condensed Matter and __Statistical Physics, _E. Korutcheva and R. Cuerno eds. (Nova Science Publishers, New York 2004). LINK | arXiv ...
#Fisher #Front #Simulation #Stochastic Hybrid method for simulating front propagation in reaction-diffusion systems Authors: Esteban Moro Journal: Physical Review E, Rapid Communication 69, 060101 (2004). LINK | arXiv ...