4 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.TR2012
Investor's sentiment in multi-agent model of the continuous double auction
A. Lykov, S. Muzychka, K. Vaninsky
We introduce and treat rigorously a new multi-agent model of the continuous double auction or in other words the order book (OB). It is designed to explain collective behaviour of…
solv-int1996★ 4 cited
Gibbs' States for Moser-Calogero Potentials
K. L. Vaninsky
We present two independent approaches for computing the thermodynamics for classical particles interacting via the Moser--Calogero potential. Combining the results we propose the f…