15 citations · 82 across the 21 of their papers we have counts for
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nlin.AO2005★ 4 cited
The co-evolutionary dynamics of directed network of spin market agents
D. Horvath, Z. Kuscsik, M. Gmitra
The spin market model [S. Bornholdt, Int.J.Mod.Phys. C 12 (2001) 667] is extended into co-evolutionary version, where strategies of interacting and competitive traders are represen…
cond-mat.stat-mech2005★ 7 cited
A self-adjusted Monte Carlo simulation as model of financial markets with central regulation
Denis Horvath, Martin Gmitra, Zoltan Kuscsik
Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising ferromagnet are studied numerically. The endogenous feedback form expressed in terms of the instant runnin…