These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

135 related articles for article (PubMed ID: 12011401)

  • 1. Modeling the stylized facts in finance through simple nonlinear adaptive systems.
    Hommes CH
    Proc Natl Acad Sci U S A; 2002 May; 99 Suppl 3(Suppl 3):7221-8. PubMed ID: 12011401
    [TBL] [Abstract][Full Text] [Related]  

  • 2. The impact of a financial transaction tax on stylized facts of price returns-Evidence from the lab.
    Huber J; Kleinlercher D; Kirchler M
    J Econ Dyn Control; 2012 Aug; 36(8):1248-1266. PubMed ID: 23565012
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Agents' beliefs and economic regimes polarization in interacting markets.
    Cavalli F; Naimzada AK; Pecora N; Pireddu M
    Chaos; 2018 May; 28(5):055911. PubMed ID: 29857672
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Short-memory traders and their impact on group learning in financial markets.
    LeBaron B
    Proc Natl Acad Sci U S A; 2002 May; 99 Suppl 3(Suppl 3):7201-6. PubMed ID: 11997443
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Financial price dynamics and pedestrian counterflows: a comparison of statistical stylized facts.
    Parisi DR; Sornette D; Helbing D
    Phys Rev E Stat Nonlin Soft Matter Phys; 2013 Jan; 87(1):012804. PubMed ID: 23410385
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach.
    Tung WL; Quek C
    Expert Syst Appl; 2011 May; 38(5):4668-4688. PubMed ID: 32288336
    [TBL] [Abstract][Full Text] [Related]  

  • 7. A detailed heterogeneous agent model for a single asset financial market with trading via an order book.
    Mota Navarro R; Larralde H
    PLoS One; 2017; 12(2):e0170766. PubMed ID: 28245251
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Physics and financial economics (1776-2014): puzzles, Ising and agent-based models.
    Sornette D
    Rep Prog Phys; 2014 Jun; 77(6):062001. PubMed ID: 24875470
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Time-varying economic dominance in financial markets: A bistable dynamics approach.
    He XZ; Li K; Wang C
    Chaos; 2018 May; 28(5):055903. PubMed ID: 29857663
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Real and financial market interactions in a multiplier-accelerator model: Nonlinear dynamics, multistability and stylized facts.
    Cavalli F; Naimzada A; Pecora N
    Chaos; 2017 Oct; 27(10):103120. PubMed ID: 29092449
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Investment strategies used as spectroscopy of financial markets reveal new stylized facts.
    Zhou WX; Mu GH; Chen W; Sornette D
    PLoS One; 2011; 6(9):e24391. PubMed ID: 21935403
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Understanding the complex dynamics of stock markets through cellular automata.
    Qiu G; Kandhai D; Sloot PM
    Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Apr; 75(4 Pt 2):046116. PubMed ID: 17500970
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Bounded strategic reasoning explains crisis emergence in multi-agent market games.
    Patrick Evans B; Prokopenko M
    R Soc Open Sci; 2023 Feb; 10(2):221164. PubMed ID: 36778956
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Fractional Langevin model of memory in financial markets.
    Picozzi S; West BJ
    Phys Rev E Stat Nonlin Soft Matter Phys; 2002 Oct; 66(4 Pt 2):046118. PubMed ID: 12443270
    [TBL] [Abstract][Full Text] [Related]  

  • 15. The subtle nature of financial random walks.
    Bouchaud JP
    Chaos; 2005 Jun; 15(2):26104. PubMed ID: 16035906
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Statistical analysis of financial returns for a multiagent order book model of asset trading.
    Preis T; Golke S; Paul W; Schneider JJ
    Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Jul; 76(1 Pt 2):016108. PubMed ID: 17677534
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Elements of decisional dynamics: An agent-based approach applied to artificial financial market.
    Lucas I; Cotsaftis M; Bertelle C
    Chaos; 2018 Feb; 28(2):023114. PubMed ID: 29495674
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Minimal model of financial stylized facts.
    Delpini D; Bormetti G
    Phys Rev E Stat Nonlin Soft Matter Phys; 2011 Apr; 83(4 Pt 1):041111. PubMed ID: 21599119
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Criticality and market efficiency in a simple realistic model of the stock market.
    Challet D; Marsili M
    Phys Rev E Stat Nonlin Soft Matter Phys; 2003 Sep; 68(3 Pt 2):036132. PubMed ID: 14524857
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: application to volatility fluctuations in stock markets.
    Muzy JF; Baïle R; Bacry E
    Phys Rev E Stat Nonlin Soft Matter Phys; 2013 Apr; 87(4):042813. PubMed ID: 23679479
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 7.