113 citations · 443 across the 25 of their papers we have counts for
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q-fin.TR2013
Agent-Based Stock Market Model with Endogenous Agents' Impact
Jan A. Lipski, Ryszard Kutner
The three-state agent-based 2D model of financial markets as proposed by Giulia Iori has been extended by introducing increasing trust in the correctly predicting agents, a more re…
q-fin.TR2013★ 5 cited
Trust in foreseeing neighbours - a novel threshold model of financial market
Jan A. Lipski, Ryszard Kutner
The three-state agent-based 2D model of financial markets in the version proposed by Giulia Iori in 2002 has been herein extended. We have introduced the increase of herding behavi…
q-fin.TR2008★ 40 cited
A model for interevent times with long tails and multifractality in human communications: An application to financial trading
J. Perello, J. Masoliver, A. Kasprzak +1
Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the inter…