#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 ...
#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 ...
#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 ...
#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 ...