24 citations · 45 across the 5 of their papers we have counts for
5 papers
A Markovian Model Market - Akerlof's Lemmons and the Asymmetry of Information
Paulo F. C. Tilles, Fernando F. Ferreira, Gerson Francisco +2
In this work we study an economic agent based model under different asymmetric information degrees. This model is quite simple and can be treated analytically since the buyers eval…
Multifractal regime transition in a modified minority game model
Antonio F. Crepaldi, Camilo Rodrigues Neto, Fernando F. Ferreira +1
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price…
Low dimensional behavior in three-dimensional coupled map lattices
Paulsamy Muruganandam, Gerson Francisco, Marcio de Menezes +1
The analysis of one-, two-, and three-dimensional coupled map lattices is here developed under a statistical and dynamical perspective. We show that the three-dimensional CML exhib…
Local dimension and finite time prediction in spatiotemporal chaotic systems
Gerson Francisco, Paulsamy Muruganandam
We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal ch…
Time series analysis for minority game simulations of financial markets
Fernando F. Ferreira, Gerson Francisco, Birajara S. Machado +1
The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this…