Concepedia

Econophysics review: II. Agent-based models

Anirban Chakraborti, Ioane Muni Toke, Marco Patriarca, Frédéric Abergel

Quantitative Finance · 2011 · 258 citations · 123 references

Open access

Concepts

Social SciencesEconomicsFinanceBehavioral FinanceFinancial EconomicsGame TheoryAsset Pricing TheoryAsset Return ModelingCapital MarketsDynamic Economic ModelsEconomic DynamicsMarket MicrostructureAsset Pricing DynamicsFinancial Time Series ForecastingKinetic TheoryMarket GamesMarket Microstructure AnalysisMarket Microstructure ModelsOrder Book Dynamics

Abstract

International audience

References

123

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

Engineering, Economics, Finance +11

Collective Choice and Social Welfare

H. Myint, Amartya Sen · Econometrica · 1972 · 2.6K citations

Public Affairs, Social Policy, Sociology +13

Zipf's Law for Cities: An Explanation

Xavier Gabaix · The Quarterly Journal of Economics · 1999 · 2.1K citations

Social Sciences, Economics, Microeconomics +5

Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality

Dhananjay K. Gode, Shyam Sunder · Journal of Political Economy · 1993 · 1.7K citations

Social Sciences, Economics, Auction Theory +13

Whom or What Does the Representative Individual Represent?

Alan Kirman · The Journal of Economic Perspectives · 1992 · 1.6K citations

Social Sciences, Economics, Agency Theory +10