An objective function for simulation based inference on exchange rate data

Scaling and criticality in a stochastic multi-agent model of a financial market

Thomas Lux, Michele Marchesi · Nature · 1999 · 1.5K citations

Business, Economics, Finance +14

Ants, Rationality, and Recruitment

Alan Kirman · The Quarterly Journal of Economics · 1993 · 1K citations

Life Sciences, Ecology, Economics +14

Agent-based Computational Finance

Blake LeBaron · RePEc: Research Papers in Economics · 1989 · 710 citations

Business, Economics, Finance +17

VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

Thomas Lux, Michele Marchesi · International Journal of Theoretical and Applied Finance · 2000 · 706 citations

Business, Economics, Finance +15

The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Thomas Lux · Journal of Economic Behavior & Organization · 1998 · 658 citations

Business, Economics, Finance +15