3 citations · 8 across the 11 of their papers we have counts for
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q-fin.TR2010★ 3 cited
Transition from Exponential to Power Law Distributions in a Chaotic Market
Carmen Pellicer-Lostao, Ricardo Lopez-Ruiz
Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to com…
q-fin.TR2009
Introducing Chaos in Economic Gas-like Models
C. Pellicer-Lostao, R. Lopez-Ruiz
This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative…