Physica A Statistical Mechanics and its Applications · 2001 · 54 citations · 2 references
EconomicsFinancial EconomicsAsset PricingFinancial Time SeriesPrediction MarketGame TheoryAlgorithmic TradingBusinessTrading ModelAutomated TradingMulti-agent GamesForecastingGamesFinancial EngineeringFinance
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Scaling and criticality in a stochastic multi-agent model of a financial market
Thomas Lux, Michele Marchesi · Nature · 1999 · 1.5K citations