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 *

225 related articles for article (PubMed ID: 24875470)

  • 1. 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]  

  • 2. Calibrating emergent phenomena in stock markets with agent based models.
    Fievet L; Sornette D
    PLoS One; 2018; 13(3):e0193290. PubMed ID: 29499049
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Understanding Financial Market States Using an Artificial Double Auction Market.
    Yim K; Oh G; Kim S
    PLoS One; 2016; 11(3):e0152608. PubMed ID: 27031110
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Noise-induced volatility of collective dynamics.
    Harras G; Tessone CJ; Sornette D
    Phys Rev E Stat Nonlin Soft Matter Phys; 2012 Jan; 85(1 Pt 1):011150. PubMed ID: 22400555
    [TBL] [Abstract][Full Text] [Related]  

  • 5. 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]  

  • 6. 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]  

  • 7. 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]  

  • 8. 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]  

  • 9. Financial price dynamics and phase transitions in the stock markets.
    Zhang D; Zhuang Y; Tang P; Peng H; Han Q
    Eur Phys J B; 2023; 96(3):35. PubMed ID: 36974335
    [TBL] [Abstract][Full Text] [Related]  

  • 10. 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]  

  • 11. Fragmentation in trader preferences among multiple markets: market coexistence versus single market dominance.
    Nicole R; Alorić A; Sollich P
    R Soc Open Sci; 2021 Aug; 8(8):202233. PubMed ID: 34457327
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Currency target-zone modeling: An interplay between physics and economics.
    Lera SC; Sornette D
    Phys Rev E Stat Nonlin Soft Matter Phys; 2015 Dec; 92(6):062828. PubMed ID: 26764765
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Reducing financial avalanches by random investments.
    Biondo AE; Pluchino A; Rapisarda A; Helbing D
    Phys Rev E Stat Nonlin Soft Matter Phys; 2013 Dec; 88(6):062814. PubMed ID: 24483518
    [TBL] [Abstract][Full Text] [Related]  

  • 14. The psychophysiology of real-time financial risk processing.
    Lo AW; Repin DV
    J Cogn Neurosci; 2002 Apr; 14(3):323-39. PubMed ID: 11970795
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Proceedings of the Second Workshop on Theory meets Industry (Erwin-Schrödinger-Institute (ESI), Vienna, Austria, 12-14 June 2007).
    Hafner J
    J Phys Condens Matter; 2008 Feb; 20(6):060301. PubMed ID: 21693862
    [TBL] [Abstract][Full Text] [Related]  

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

  • 17. Self-organizing three-dimensional Ising model of financial markets.
    Guimaraes WRS; Lima LS
    Phys Rev E; 2021 Jun; 103(6-1):062130. PubMed ID: 34271615
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Nonlinear scaling analysis approach of agent-based Potts financial dynamical model.
    Hong W; Wang J
    Chaos; 2014 Dec; 24(4):043113. PubMed ID: 25554033
    [TBL] [Abstract][Full Text] [Related]  

  • 19. The excess volatility puzzle explained by financial noise amplification from endogenous feedbacks.
    Wehrli A; Sornette D
    Sci Rep; 2022 Nov; 12(1):18895. PubMed ID: 36344614
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Information flow in a kinetic Ising model peaks in the disordered phase.
    Barnett L; Lizier JT; Harré M; Seth AK; Bossomaier T
    Phys Rev Lett; 2013 Oct; 111(17):177203. PubMed ID: 24206517
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 12.