most citedMinimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts

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physics.soc-ph2008★ 14 cited

Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model

V. Alfi, M. Cristelli, L. Pietronero +1

We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered an…