#stock market #Human behavior #Big Data Financial markets as empirical labs to study the evolving ecology of human decision making Human decision making strategies evolve through time based on past experience and they are influence by the spectrum of other strategies with which they come into contact. Financial markets provide … ...
#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 … ...
#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 ...
#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 ...
#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 ...